| 负二项分布参数的贝叶斯区间估计问题 |
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| 引用本文： | 姜培华,纪习习,吴玲. 负二项分布参数的贝叶斯区间估计问题[J]. 南通工学院学报(自然科学版), 2014, 0(2): 85-90 |
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| 作者姓名： | 姜培华 纪习习 吴玲 |
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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： | 基金项目：国家自然科学基金项目（11226218）;2012年地方高校国家级大学生创新创业训练计划项目（201210363122）：安徽省自然科学基金项目f1208085QA04） |
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| 摘 要： | 研究了在先验分布为贝塔分布下，负二项分布未知参数θ的贝叶斯区间估计方法。借助Beta分布与F分布的关系给出了参数θ的一般后验区间估计，并给出了参数θ的最短后验区间估计的条件极值解法。通过对参数取值不同的密度曲线形状的讨论分析和数值实例对比，得出结论：在小样本情况下，最短置信区间估计方法值得采用。
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| 关 键 词： | 负二项分布 贝叶斯估计 贝塔分布 区间估计 |
Research of the Bayesian Interval Estimate on the Parameter of Negative Binomial Distribution |
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| JIANG Peihua,JI Xixi,WU Ling. Research of the Bayesian Interval Estimate on the Parameter of Negative Binomial Distribution[J]. , 2014, 0(2): 85-90 |
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| Authors: | JIANG Peihua JI Xixi WU Ling |
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| Affiliation: | (School of Mathematics and Physics, Anhui Polytechnic University, Wuhu 241000, China) |
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| Abstract: | In terms of prior distribution of Beta distribution, the Bayesian estimation method on the unknown parame-ter θ of negative binomial distribution was studied. By means of the relations between Beta distribution and the F dis-tribution the general posterior interval estimation of parameter θ was given, and the shortest posterior interval estima-tion by means of conditional extreme was gained. By comparing the discussion analysis and numerical examples den-sity curve shape of the different parameters, it was concluded that in the case of small samples, the shortest confi-dence interval estimation method is worth using. |
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| Keywords: | negative binomial distribution Bayesian estimation Beta distribution interval estimate |
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