辽宁工程技术大学学报（自然科学版）Issue(2)：101-104,4.
定时截尾数据 Pareto 分布参数的 Bayes 估计
Bayesian estimation of Pareto distribution parameter under entropy loss based on fixed time censoring data
摘要
Abstract
In order to investigate the Bayesian estimation of Pareto distribution parameter on fixed time censoring data, this paper introduces the definition of entropy loss function by taking the loss function as entropy loss function. Through the calculations of above functions, the general form of Bayesian estimation of Pareto distribution parameter is obtained. Under the conditions of prior distribution as Gamma distribution, calculating the posterior density, the exact form of estimation is then given. In addition, the paper proves that the Bayesian estimation is admissible.关键词
定时截尾数据/Pareto 分布/先验分布/Gamma 分布/熵损失函数:Bayes 风险/Bayes 估计:可容许性Key words
fixed time censoring/Pareto distribution/prior distribution/Gamma distribution/entropy loss/Bayesian risk/Bayesian estimation/admissible分类
数理科学引用本文复制引用
王晓红,宋立新..定时截尾数据 Pareto 分布参数的 Bayes 估计[J].辽宁工程技术大学学报（自然科学版）,2013,(2):101-104,4.基金项目
吉林省教育厅“十一五”科学技术研究基金资助项目(吉教科合字2010第141号) （吉教科合字2010第141号）
