| 双参数指数分布族参数的经验贝叶斯估计的渐近性 |
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| 引用本文： | 刘荣玄,吴高翔,徐向阳.双参数指数分布族参数的经验贝叶斯估计的渐近性[J].科技通报,2012,28(5):14-17,23. |
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| 作者姓名： | 刘荣玄 吴高翔 徐向阳 |
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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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| 基金项目： | 江西省教学改革资助项目，江西省教育科学"十一五"规划资助项目 |
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| 摘 要： | 在LINEX损失函数下,讨论双参数指数分布位置参数的Bayes估计。假设样本是iid,利用概率密度函数的核估计方法,构造边缘分布的概率密度估计,按照参数的Bayes估计形式,提出参数的经验Bayes(EB)估计函数,在一定的条件下可以证明所提出的这个经验Bayes估计函数是渐近最优的,并获得其收敛速度,文尾举例说明满足定理条件的参数的先验分布是存在的。
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| 关 键 词： | iid样本 双参数指数分布 LINEX损失 EB估计 渐近性 |
Asymptotical Behavior of EB Estimator for Two-parameter Exponential Distribution Family |
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| LIU Rongxuan
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WU Gaoxiang
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Xu Xiangyang.Asymptotical Behavior of EB Estimator for Two-parameter Exponential Distribution Family[J].Bulletin of Science and Technology,2012,28(5):14-17,23. |
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| Authors: | LIU Rongxuan WU Gaoxiang Xu Xiangyang |
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| Institution: | (College of Mathematics and Physics,Jinggangshan University,Ji’an Jiangxi 343009,China) |
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| Abstract: | This paper is to discuss the Bayes estimation about location parameter of two-parameter exponential distribution under a LINEX loss function.Under the iid samples,use the method of kernel density estimates to construct probability density estimation of marginal distribution,According to the parameter’s Bayes estimation form,obtain its empirical Bayes(EB) estimation function.It can be proved that the given EB estimation function is asymptotic optimal under certain conditions and obtain its convergence rate.Finally,examples are given to show that the priori distribution of parameter exists under suitable condition. |
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| Keywords: | iid samples Two-parameter exponential distribution LINEX loss EB estimator Asymptotical Behavior |
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