双参数Weibull分布尺度参数的Bayes估计和经验Bayes估计  

Bayes estimation and empirical Bayes estimation of scale parameter of two-parameter Weibull distribution

作　　者：董秋灿 徐宝[1] DONG Qiucan;XU Bao(School of Mathematics and Computer Science,Jilin Normal University,Jilin,Siping 136000,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

出　　处：《内江师范学院学报》2023年第12期25-29,共5页Journal of Neijiang Normal University

基　　金：国家自然科学基金项目(11571138)。

摘　　要：在加权p,q对称熵损失函数下,讨论了双参数Weibull分布尺度参数的Bayes估计和经验Bayes估计.在形状参数已知时,首先给出了Weibull分布尺度参数在逆Gamma先验分布下的Bayes估计,其次在所得的Bayes估计的基础上,给出了尺度参数的经验Bayes估计,最后利用R语言进行数据模拟验证了估计的稳健性与精确性,结果表明经验Bayes估计的精确性更高.The Bayes estimation and the empirical Bayes estimation of the two-parameter Weibull distribution scale parameter are discussed under the weighted p,q symmetric entropy loss function.Firstly,when the shape parameter is known,the Bayes estimation of the scale parameter of Weibull distribution under inverse gamma prior distribution is given,then the empirical Bayes estimation of the scale parameter of Weibull distribution is given on the basis of the obtained Bayes estimation.Finally,the robustness and accuracy of the estimation are verified by data simulation using R program.The results show that the accuracy of empirical Bayes estimation is higher.

关 键 词：WEIBULL分布 加权p q对称熵损失函数 BAYES估计 经验BAYES估计 

分 类 号：O212.8[理学—概率论与数理统计]