复合Linex对称损失下逆伽马分布参数的Bayes估计  

Bayesian Estimation of Inverse Gamma Distribution under Composite Linex Symmetric Loss Function

作　　者：粟磊 周菊玲[1] 

机构地区：[1]新疆师范大学数学科学学院,新疆 乌鲁木齐

出　　处：《理论数学》2023年第7期2017-2023,共7页Pure Mathematics

摘　　要：本文主要研究了在复合Linex对称损失函数下先验分布为伽马分布的逆伽马分布尺度参数的Bayes估计、E-Bayes估计和多层Bayes估计,并通过数值模拟说明了三种估计的稳健性和精确度,其中Bayes估计的稳健性和精确度都是最高的。In this paper, Bayesian estimation, E-Bayes estimation and Hierarchical Bayes estimation of inverse gamma distribution scale parameters with prior distribution as gamma distribution under the composite Linex symmetric loss function are studied, the robustness and accuracy of the three estimates are illustrated by numerical simulation, among which the robustness and accuracy of Bayes estimation are the highest.

关 键 词：复合Linex对称损失函数 逆伽马分布 BAYES估计 E-BAYES估计 多层BAYES估计 

分 类 号：TP3[自动化与计算机技术—计算机科学与技术]