西北师范大学学报（自然科学版）2017，Vol.53Issue(1)：32-35,4.DOI:10.16783/j.cnki.nwnuz.2017.01.006
Pareto分布形状参数的简单贝叶斯估计
A simple Bayesian estimation of the shape parameter of Pareto distribution
摘要
Abstract
A simple Bayesian estimation of the shape parameter of Pareto distribution is studied referring the simple procedure of Bayesian estimation proposed by Kaminskiy et al and with the help of the method of leave-one-out cross-validation and kernel density estimator, when the scale parameter of Pareto distribution is known and the prior information is the estimates of distribution function and its standard deviation.Based on the above prior information,the procedure allows constructing the prior and posterior density,the prior and posterior point estimates of the shape parameter of Pareto distribution,as well as the prior and posterior estimates of distribution function and its standard deviation at any given time. Finally,a numeric example is discussed as an illustration, and sensitivity analysis is also studied by quantity method.关键词
Pareto分布/贝叶斯估计/Beta分布/缺一交叉验证法/核密度估计法Key words
Pareto distribution/Bayesian estimation/Beta distribution/leave-one-out cross-validation/kernel density estimator分类
数理科学引用本文复制引用
宗凤喜,李如兵..Pareto分布形状参数的简单贝叶斯估计[J].西北师范大学学报（自然科学版）,2017,53(1):32-35,4.基金项目
国家自然科学基金资助项目(11271294) （11271294）
曲靖师范学院科学研究青年项目(2009QN015) （2009QN015）
