Pareto分布形状参数的E-Bayes估计和多层Bayes估计及其应用  

The E-Bayesian estimation and hierarchical Bayesian estimation of shape parameter for Pareto distribution and its applications

作　　者：韩明[1] 

机构地区：[1]宁波工程学院理学院,浙江宁波315211

出　　处：《纯粹数学与应用数学》2016年第3期235-242,共8页Pure and Applied Mathematics

基　　金：宁波市自然科学基金(2013A610108)

摘　　要：给出了参数的E-Bayes估计的定义,对Pareto分布在尺度参数已知时,在平方损失下给出了形状参数的E-Bayes估计和多层Bayes估计,并且用Monte Carlo方法给出了模拟算例.最后,结合高尔夫球手收入数据的实际问题进行了计算,结果表明本文提出的方法可行且便于应用.In this paper, the definition of E-Bayesian estimation of the parameter is provided; moreover, for Pareto distribution, under the condition of the scale parameter is known, based on the square error loss function, formulas of E-Bayesian estimation and hierarchical Bayesian estimation for the shape parameter are also pro-vided, and using the Monte Carlo method simulation example is given. Finally, combined with the golfer income data practical problem are calculated, the results show that the proposed method is feasible and convenient for application.

关 键 词：PARETO分布 E-BAYES估计 多层BAYES估计 尺度参数 形状参数 

分 类 号：O213.2[理学—概率论与数理统计]