科技广场Issue(8)：15-17,3.
平方误差损失函数下广义Pareto分布参数的Bayes估计
Bayes Estimation of Parameter of Generalized Pareto Distribution under Squared Error Loss Function
刘婉贞1
作者信息
- 1. 长沙职业技术学院，湖南 长沙 410010
- 折叠
摘要
Abstract
The paper aims to study the Bayes estimation of the parameter of the generalized Parato distribu-tion, basing on the parameter prior which is inverse Gamma prior distribution. Bayes estimators are obtained by us-ing the squared error loss function. The author also compares the MLE estimator with the Bayes estimator through Monte Carlo simulation.关键词
广义Pareto分布/Bayes估计/平方误差损失函数Key words
Generalized Pareto Distribution/Bayes Estimation/Squared Error Loss Function分类
数理科学引用本文复制引用
刘婉贞..平方误差损失函数下广义Pareto分布参数的Bayes估计[J].科技广场,2013,(8):15-17,3.
