| 基于删失数据的广义Pareto分布的Bayes分析 |
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| 引用本文： | 单国栋.基于删失数据的广义Pareto分布的Bayes分析[J].长春大学学报,2008(8):1-4. |
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| 作者姓名： | 单国栋 |
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| 作者单位： | 长春大学理学院 |
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| 摘 要： | 研究对于删失数据的广义Pareto分布的Bayes分析。在几种损失函数下,给出了未知参数的Bayes估计,并给出了一种算法。
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| 关 键 词： | 删失数据 广义Pareto分布 损失函数 |
The Bayes analysis of generalized Pareto distribution based on censored data |
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| SHAN Guo-dong.The Bayes analysis of generalized Pareto distribution based on censored data[J].Journal of Changchun University,2008(8):1-4. |
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| Authors: | SHAN Guo-dong |
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| Institution: | SHAN Guo-dong ( College of Science, Changchun University, Changchun 130022, China) |
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| Abstract: | This paper considers the Bayes analysis of generalized Pareto distribution based on censored data.In this paper,under some loss functicons,some Bayes estimations of unkown parameters are provided,and a Monte Carlo algorithm is also provided. |
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| Keywords: | censored data generalized Pareto distrilution loss function |
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