熵损失函数下几何分布可靠度的Bayes估计  

Bayesina Estimation of Geometric Distribution Parameter under Entropy Loss Function

作　　者：熊常伟[1] 张德然[1] 张怡[1] 

机构地区：[1]西化师范大学数学与信息学院,四川南充637002

出　　处：《数理统计与管理》2008年第1期82-86,共5页Journal of Applied Statistics and Management

基　　金：全国统计科学研究项目(2006C39)

摘　　要：本文在几何分布的先验分布为幂分布时研究了其在熵损失函数下,可靠度的多层Bayes估计及其容许性,给出了可靠度的多层Bayes估计的计算公式.通过实例验证,在熵损失函数下计算出的几何分布可靠度的多层Bayes估计是稳健的,并进一步表明在熵损失函数下计算出的几何分布可靠度的多层Bayes估计值比其在平方损失函数下算出的结果精度更高.In this paper, the formula of Expect Bayes estimation of the reliability under entropy loss function and square loss function for geometric distribution have been given, when the prior distribution of the reliability is power distribution. The example are also given to show that the two Expect Bayes estimation formula are both steady and the precision of Expect Bayes estimation of the reliability for geometric distribution under the entropy loss function is higher than that of the square loss function.

关 键 词：熵损失函数 几何分布 BAYES估计 多层BAYES估计 可容许性 

分 类 号：O213.2[理学—概率论与数理统计]