| 双边定数截尾下广义指数分布的贝叶斯估计 |
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| 引用本文： | 鄢伟安,宋保维,毛昭勇.双边定数截尾下广义指数分布的贝叶斯估计[J].计算机工程与应用,2012,48(1):234-236. |
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| 作者姓名： | 鄢伟安 宋保维 毛昭勇 |
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| 作者单位： | 西北工业大学航海学院,西安,710072 |
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| 摘 要： | 在双边定数截尾样本下,给出了两参数广义指数分布参数的贝叶斯估计。基于共轭先验分布,分别在刻度平方误差损失函数和Linex损失函数下,给出参数的贝叶斯估计和多层贝叶斯估计,运用随机模拟方法对各种估计结果的优良性进行了分析比较。
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| 关 键 词： | 广义指数分布 贝叶斯估计 双边定数截尾 刻度平方误差损失 Linex损失函数 |
| 修稿时间： | |
Bayesian estimation for generalized exponential distribution under type-II doubly censored scheme |
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| YAN Wei'an
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SONG Baowei
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MAO Zhaoyong.Bayesian estimation for generalized exponential distribution under type-II doubly censored scheme[J].Computer Engineering and Applications,2012,48(1):234-236. |
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| Authors: | YAN Wei'an SONG Baowei MAO Zhaoyong |
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| Affiliation: | (School of Marine Engineering, Northwestern Polytechnical University, Xi＇an 710072, China ) |
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| Abstract: | In type-II doubly censored scheme, the Bayesian estimations of the parameter for the generalized exponential distribution are discussed. Various Bayesian estimation and hierarchical Bayesian estimation are derived based on conjugate prior considering scaled squared error loss and Linex loss. The accuracy of estimation results is compared by means of Monte Carlo simulation. |
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| Keywords: | generalized exponential distribution Bayesian estimation type-II doubly censored scheme scaled squared error loss Linex loss |
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