加权p,q对称熵损失下Lomax分布形状参数的Bayes估计与性质  

Bayes estmation and properties of the shape parameter in the Lomax distribution under the weighted p,q symmetric loss

作　　者：徐宝[1] 赵仲达 华志强[2] XU Bao;ZHAO Zhong-da;HUA Zhi-qiang(College of Mathematics and Computer,Jilin Normal University,Siping 136000,China;College of Mathematics Science,Inner Mongolia Minzu University,Tongliao 028043,China)

机构地区：[1]吉林师范大学数学与计算机学院,吉林四平136000 [2]内蒙古民族大学数学科学学院,内蒙古通辽028043

出　　处：《吉林师范大学学报（自然科学版）》2023年第4期56-63,共8页Journal of Jilin Normal University:Natural Science Edition

基　　金：吉林省科技发展计划项目(YDZJ202201ZYTS622);内蒙古自治区直属高校基本科研业务费项目(GXKY23Z028)。

摘　　要：在加权p,q对称熵损失函数下,讨论了Lomax分布形状参数的Bayes估计及其性质,在任意先验分布下得到了参数的Bayes估计的一般形式;在两种确定先验分布下得到了参数的Bayes估计的精确形式,证明了所得Bayes估计具有可容许性;利用Matlab进行数据模拟,验证了所得估计的合理性.The forms and properties of the shape parameter in the Lomax distribution were studied by the p,q weighted symmetric entropy loss function.The general form of the Bayes estimation under any prior distribution was obtained.The precise forms of the Bayes estimation under two given conjugate prior distributions were obtained.Then Bayes estimation that obtained was proved to be admissible.Finally,a small simulation investigation was conducted to evaluate the performance of the Bayesian estimation.

关 键 词：Lomax分布 损失函数 贝叶斯估计 可容许性 

分 类 号：O212[理学—概率论与数理统计]