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熵损失函数下定时截尾情形参数的Bayes估计
引用本文:王德辉,宋立新.熵损失函数下定时截尾情形参数的Bayes估计[J].东北师大学报(自然科学版),1999(2):103-107.
作者姓名:王德辉  宋立新
作者单位:吉林大学数学研究所
基金项目:国家自然科学基金重点资助项目,国家自然科学基金
摘    要:给出了在熵损失函数下,指数分布参数的Bayes估计,在给出先验分布的条件下,得到了Bayes估计的精确形式,证明了此估计是可容许的。

关 键 词:熵损失函数  定时截尾  贝叶斯估计  参数估计

The Bayes Estimation of Exponential Distribution under Entropy Loss Based on Fixed Time Censoring Data
Wang Dehui,Song Lixin.The Bayes Estimation of Exponential Distribution under Entropy Loss Based on Fixed Time Censoring Data[J].Journal of Northeast Normal University (Natural Science Edition),1999(2):103-107.
Authors:Wang Dehui  Song Lixin
Abstract:In this paper, Bayes estimation under entropy loss function under type one censoring data from exponential distribution was considered. First the exact form of estimation is given, which is similar to the usual maximum likelihood estimation, meanwhile, though the entropy loss function is not convex in this case, the Bayes estimation is also of posterior expectation type. Second, it is proved that the Bayes estimation is addmissible.
Keywords:entropy loss  fixed time censoring  Bayes estimation  addmissible    
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