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MLinex损失函数下Gamma分布的尺度参数的Bayes估计
引用本文:金秀岩. MLinex损失函数下Gamma分布的尺度参数的Bayes估计[J]. 纯粹数学与应用数学, 2014, 30(4): 347-353
作者姓名:金秀岩
作者单位:广东松山职业技术学院基础部,广东韶关,512126
基金项目:广东省教育科研“十二五”规划2012年度研究项目
摘    要:在MLinex损失函数下,利用Bayes估计方法研究了Gamma分布的尺度参数的Bayes估计,并证明了其容许性.结果是:在Mlinex损失函数下得到了Gamma分布尺度参数唯一的Bayes估计的一般表达式及其精确表达式,并证明是可容许的.最后通过数值分析实例,说明了所用的参数估计方法是合理可行的.

关 键 词:MLinex损失  Bayes估计  尺度参数  可容许性  Gamma分布

Bayesian estimation on scale parameter of Gamma distribution on the basis of MLinex loss
Jin Xiuyan. Bayesian estimation on scale parameter of Gamma distribution on the basis of MLinex loss[J]. Pure and Applied Mathematics, 2014, 30(4): 347-353
Authors:Jin Xiuyan
Affiliation:Jin Xiuyan (Department of Basic Courses, Guangdong Songshan Polytechnic College, Shaoguan 512126, China)
Abstract:The Bayesian Estimation of Gamma distribution scale parameter has been studied and its admissibility has been proved basing on the MLinex loss function. We obtain two results. First, we get the general expression and exact expression of the Gamma distribution scale parameter under the MLinex loss function, and prove it is admissible. Second, we prove that our method to estimate the parameter are reasonable and feasible.
Keywords:MLinex loss   Bayesian estimation   scale parameter   admissibility   Gamma distribution
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