| Pareto分布形状参数的估计及其不变性 |
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| 引用本文： | 徐宝,姜玉秋,滕飞,姜泽.Pareto分布形状参数的估计及其不变性[J].吉林师范大学学报（自然科学版）,2012(1):38-40,44. |
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| 作者姓名： | 徐宝 姜玉秋 滕飞 姜泽 |
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| 作者单位： | 吉林师范大学数学学院;吉林财经大学会计学院 |
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| 基金项目： | 吉林省教育厅“十一五”科学技术研究项目(2010350) |
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| 摘 要： | 在Bayes理论框架下,用加权p,q对称熵损失函数研究了Pareto分布形状参数在刻度参数已知的情况下的Bayes估计的形式和性质,讨论了形状参数的Bayes估计的可容许性,最后证明了形状参数的Bayes估计和可容许估计具有不变性.
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| 关 键 词： | Pareto分布 Bayes估计 可容许性 不变性 |
Estimators for Pareto Distribution Shape Parameter and Their Invariance |
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| XU Bao,JIANG Yu-qiu,TENG Fei,JIANG Ze.Estimators for Pareto Distribution Shape Parameter and Their Invariance[J].Jilin Normal University Journal(Natural Science Edition),2012(1):38-40,44. |
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| Authors: | XU Bao JIANG Yu-qiu TENG Fei JIANG Ze |
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| Institution: | 1.College of Mathematics,Jilin Normal University,Siping 136000,China;2.College of Accounting,Jilin University of Finance and Economics,Changchun 130 117,China) |
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| Abstract: | For Pareto distribution,the form and property of Bayes estimator for shape parameter when local parameter was known were investigated under weighted p,q symmetric entropy loss from Bayesian theoretical framework.The admissibili ty of Bayes estimator was discussed.Finally,the invariance of the Bayes estima tor and the admissible estimator were proved. |
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| Keywords: | Pareto distribution Bayes estimator admissibility invariance |
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