非对称二次损失下位置参数的贝叶斯估计  

Bayesian Estimation of Location Parameter Under Asymmetric Quadratic Loss

作　　者：文平[1] 高枫[1] 

机构地区：[1]常州工学院数理与化工学院,江苏常州213022

出　　处：《统计与决策》2017年第2期25-28,共4页Statistics & Decision

基　　金：国家自然科学基金资助项目(71201024)

摘　　要：文章利用仿射变换的思想方法解决了在非对称二次损失函数下求参数的贝叶斯估计问题,并以正态分布为例,说明了求贝叶斯估计的过程。该方法不仅适用于包括正态分布在内的任一分布,而且简单可行。In this paper, Bayesian estimation problem is solved under asymmetric quadratic loss function by using the idea of the affine transformation and we use normal distribution as an example to illustrate the process of seeking Bayesian estimation. This method is applicable to any distribution including normal distribution simply and feasibly. Undoubtedly it has a certain theo-retical and practical value.

关 键 词：贝叶斯估计 非对称二次损失函数 位置-尺度分布族 期望损失 

分 类 号：O21[理学—概率论与数理统计]