| 在LINEX损失下指数分布刻度参数EB估计的渐近最优性 |
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| 引用本文： | 刘荣玄,黄璇.在LINEX损失下指数分布刻度参数EB估计的渐近最优性[J].兰州理工大学学报,2009,35(2). |
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| 作者姓名： | 刘荣玄 黄璇 |
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| 作者单位： | 井冈山大学,数理学院,江西,吉安,343009 |
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| 摘 要： | 在LINEX损失函数下,研究指数分布刻度参数的非参数的经验Bayes(EB)估计问题.在此损失函数下,找出参数的Bayes估计,利用抽到的样本,采用密度函数的核估计方法,构造总体X的边缘密度函数,得到参数的EB估计,指出这种EB估计是渐近最优的,它的收敛速度为0(n-γs(l-2)/(2s+1)l),并且这种EB估计方法可推广到多参数情形,举例说明它的应用.
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| 关 键 词： | 指数分布 刻度参数 经验Bayes估计 渐近最优 收敛速度 |
Asymptotical optimality of EB estimation of exponential distribution scale-parameter in case of LINEX loss |
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| LIU Rong-xuan,HUANG Xuan.Asymptotical optimality of EB estimation of exponential distribution scale-parameter in case of LINEX loss[J].Journal of Lanzhou University of Technology,2009,35(2). |
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| Authors: | LIU Rong-xuan HUANG Xuan |
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| Institution: | Math.and Physic College;Jinggangshan University;Ji'an 343009;China |
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| Abstract: | In the case of LINEX loss function,the problem of non-parametric empirical Bayes(EB) estimation of exponential distribution scale-parameter was studied and the parameter's Bayes estimation was obtained.Using kernel estimation method of density function and the extracted sample obtained,a marginal density function was constructed for the overall system X.Then the EB estimation of parameter was obtained.It was pointed out that this kind of estimation was an asymptotical optimal EB estimation with its converge... |
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| Keywords: | exponential distribution scale-parameter empirical Bayes estimate asymptotical optimality convergence rate |
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