序约束下两个Pareto总体参数的Bayes估计 |
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作者姓名: | 李艳颖 |
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作者单位: | 宝鸡文理学院,陕西,宝鸡,721007 |
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摘 要: | Pareto分布是意大利经济学家Pareto将其作为一种收入分布介绍的,一个多世纪以来,它不仅在经济收入模型中得到应用,而且在更广泛的应用领域中也越来越受到重视。对Pareto分布主要作了以下两方面的工作:(1)在平方损失函数下,讨论了序约束下对任何先验分布的两个Pareto总体参数的Bayes估计,给出了序约束下在给定先验分布时的两个Pareto总体参数的Bayes估计的精确形式,同时证明了该估计是可容许的。(2)在熵损失函数下,讨论了序约束下对任何先验分布的两个Pareto总体参数的Bayes估计,给出了序约束下在给定先验分布时的两个Pareto总体参数的Bayes估计的精确形式,同时证明了该估计是可容许的。
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关 键 词: | Pareto分布 平方损失 Bayes估计 可容许性 熵损失 序约束 |
Bayesian Estimation of Two Pareto Overall Parameter under the Foreword Restraint |
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Authors: | LI Yan-ying |
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Institution: | LI Yan-ying |
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Abstract: | This article has mainly done the following several aspects of work to the Pareto distribution:(1) Under the square loss function, discussed Bayesian estimation of two Pareto overall parameter of any priori distribution under the foreword restraint, gave the precise form of Bayesian estimation about two Pareto overall parameter of given prior distribution under the foreword restraint, simultaneously had proven this estimation was may allow. (2)Under the entropy loss function, discussed Bayesian estimation of two Pareto overall parameter of any priori distribution under the foreword restraint, gave the precise form of Bayesian estimation about two Pareto overall parameter of given prior distribution under the foreword restraint, simultaneously had proven this estimate was may allow. |
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Keywords: | pareto distribution square loss Bayesian estimation admissibility entropy loss foreword restraint |
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