基于对称损失函数下Poisson分布变异系数的估计  

Estimator for Coefficient of Variance About Poisson Distribution Based on a Symmetric Loss Function

作　　者：徐宝[1] 

机构地区：[1]吉林师范大学数学学院,吉林四平136000

出　　处：《河北大学学报（自然科学版）》2011年第1期16-19,共4页Journal of Hebei University(Natural Science Edition)

基　　金：吉林省教育厅"十一五"科学技术研究项目(2010350);四平市科技发展计划项目(2009016)

摘　　要：对应用统计中常用的参数Karl-Pearson变异系数,在给定的一组Poisson样本下,用对称损失函数研究了它的Bayes估计的形式与性质,并由此讨论了它的一类估计的可容许性和不可容许性,模拟结果表明:所得到的Karl-Pearson变异系数的Bayes估计具有较高的精度,可以在统计判决问题中使用.For a common statistics in application statistics named Karl-Pearson coefficient of variance,we dealt with the form and property of its Bayes estimator based on a symmetric loss given a set of poisson sample,we also discussed the admissibility and inadmissibility of a class of linear estimators.The simulation results showed that the Bayes estimator of Karl-Pearson coefficient of variance in this paper performed well about the precision,it could be used in statistical decision problem.

关 键 词：Karl-Pearson变异系数 对称损失函数 BAYES估计 可容许估计 

分 类 号：O212.5[理学—概率论与数理统计]