新疆师范大学学报（自然科学版）2024，Vol.43Issue(2)：1-9,25,10.
逐步增加Ⅱ型截尾下Pareto分布形状参数的Bayes估计
Bayes Estimation of the Shape Parameter of Pareto Distribution under the Gradually Increasing of Type Ⅱ Truncation
摘要
Abstract
Based on gradually increasing type Ⅱ truncated samples.Firstly,obtain the maximum likelihood estimation of the Pareto distribution shape parameter,considering the two loss functions and the two prior distributions of shape parameters,four Bayes estimation of the distribution shape parameter is concluded.It is found from the numerical simulation results that the mean square error of the four Bayes estimates is less than the maxi-mum likelihood estimate.Among them,when the loss function is a quadratic loss function and the prior distribution of the shape parameter is a conjugate prior distribution,the mean square error of the Bayes estimate is smaller,and the estimation effect is more ideal,and the example analysis is consistent with the numerical simulation re-sults.Secondly,under the quadratic loss function,the conjugate prior distribution is selected for the prior distribu-tion of the shape parameters,and the multi-layer Bayes estimation and E-Bayes estimation of the shape parameters of the Pareto distribution are given.关键词
逐步增加Ⅱ型截尾/Pareto分布/二次损失/Q对称熵损失/Bayes估计Key words
Gradually increasing of type Ⅱ truncation/Pareto distribution/Quadratic loss/Q-symmetric entropy loss/Bayes estimates分类
数理科学引用本文复制引用
赵孟茹,周菊玲..逐步增加Ⅱ型截尾下Pareto分布形状参数的Bayes估计[J].新疆师范大学学报（自然科学版）,2024,43(2):1-9,25,10.基金项目
国家自然科学基金项目(11801488) （11801488）
新疆师范大学校级科研平台招标课题(XJNUSYS2019B05). （XJNUSYS2019B05）
