吉林大学学报(理学版)2012,Vol.50Issue(4):638-646,9.
不同损失函数下偏正态分布的Bayes估计
Bayes Estimation for the Half-normal Distribution under Different Loss Function
摘要
Abstract
The present paper covers the Bayes estimation of the half-normal distribution and compares the goodness of estimation under the quadratic loss function and the balance loss function. And it also proposes the similar result under Monte Carlo simulation and numerical simulation, and compares the differences of the estimations between different loss functions.关键词
二次损失函数/平衡损失函数/偏正态分布/Bayes估计Key words
quadratic loss function/ balance loss function/ half-normal distribution/ Bayes estimation分类
数理科学引用本文复制引用
孙玉莹,王德辉..不同损失函数下偏正态分布的Bayes估计[J].吉林大学学报(理学版),2012,50(4):638-646,9.基金项目
国家自然科学基金(批准号:J1030101)和高等学校博士学科点专项科研基金(批准号:20070183023). (批准号:J1030101)