Linex损失下Pareto分布参数的EB估计:PA样本情形 |
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引用本文: | 何帮强.Linex损失下Pareto分布参数的EB估计:PA样本情形[J].安徽工程科技学院学报,2011,26(3). |
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作者姓名: | 何帮强 |
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作者单位: | 安徽工程大学数理学院,安徽芜湖,241000 |
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基金项目: | 安徽工程大学青年基金资助项目 |
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摘 要: | 在Linex损失下,讨论了Pareto分布参数的经验Bayes(EB)估计.利用同分布PA样本下概率密度函数的核估计构造了参数的经验Bayes估计,建立了所提出经验Bayes估计的收敛速度.在一定的条件下该收敛速度可以任意接近于1.
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关 键 词: | Linex损失 收敛速度 PA样本 Pareto分布 |
The EB estimation for the parameter of pareto distribution families with linex loss using PA samples |
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Abstract: | Under Linex loss,the EB estimation for the parameter of Pareto distribution was discussed.By using the kernel density estimation in the case of positive association(PA) samples,the empirical Bayes estimation for the parameter of Pareto distribution was constructed.The convergence rate of EB estimation was obtained and the rate can approached 1 arbitrarily under certain conditions. |
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Keywords: | linex loss convergence rate positive association(PA) sample pareto distribution |
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