数学杂志2012,Vol.32Issue(1):121-128,8.
非对称损失函数下Burr XII型分布可靠性指标的Bayes估计
BAYES ESTIMATION OF P(Y < X) OF THE BURR-TYPE XIIMODEL UNDER ASYMMETRIC LOSS FUNCTION
摘要
Abstract
Suppose Χ and Y are two independent but not identically distributed Burr-type XD random variables. The problem of Bayes estimation of P(Y < X) is considered under two asymmetric loss functions. Explicit approximation of the Bayes estimators are also derived based on Lindley's approximation method. A simulation study is conducted to investigate and compare the performance of the Bayes estimators obtained under different loss functions.关键词
Burr XII型分布/Bayes估计/LINEX损失函数/GE损失函数/Lindley近似算法Key words
Burr-type XD model/ Bayes estimation/ LINEX loss function/ GE loss function/ Lindley's approximation method分类
数理科学引用本文复制引用
史建红,关丽娜..非对称损失函数下Burr XII型分布可靠性指标的Bayes估计[J].数学杂志,2012,32(1):121-128,8.基金项目
山西省青年科技研究基金资助(2008021007) (2008021007)
山西师范大学自然科学基金资助(YZ06001). (YZ06001)