Ⅱ型截尾数据下指数型产品的Bayes决策分析  

Bayesian Decision Analysis for Exponential Product Based on Type Ⅱ Censored Data

作　　者：王燕飞[1] 杨沐华 

机构地区：[1]吉林化工学院理学院,吉林吉林132022 [2]吉林石化公司乙二醇厂,吉林吉林132022

出　　处：《数学的实践与认识》2015年第18期37-42,共6页Mathematics in Practice and Theory

摘　　要：将贝叶斯决策理论推广到了截尾试验数据的情况,从而进一步拓宽了其应用领域.研究了指数分布在定数截尾情形下的二行动线性决策问题的Bayes决策分析,主要包括先验EVPI、后验EVPI期望值及抽样信息期望值定理,同时得出相应的最优决策.最后用算例说明其应用.In this paper,we extend Bayesian decision theory to the case of censored data so as to further broaden the application field.we investigate Bayesian decision analysis for expected value of sampling information for linear decision problem on two actions.lt includes theorems about prior.EVPI and expected value of posteriorEVPI and EVSI.At the same time,we can get the optimal decision.Lastly we illustrate the application though a practical example.

关 键 词：定数截尾 指数分布 二行动线性决策 抽样信息期望值 

分 类 号：O212.8[理学—概率论与数理统计] O225[理学—数学]