| 产品失效率的验前分布稳健性分析 |
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| 引用本文： | 黄藏红,师义民,柴建.产品失效率的验前分布稳健性分析[J].纯粹数学与应用数学,2008,24(3). |
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| 作者姓名： | 黄藏红 师义民 柴建 |
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| 作者单位： | 1. 洛阳师范学院数学科学学院,河南,洛阳,471022
2. 西北工业大学应用数学系,陕西,西安,710072 |
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| 基金项目： | 国家自然科学基金，陕西省教育厅资助项目 |
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| 摘 要： | 研究Bayes统计分析中利用验前信息的稳健性.首先,用一般方法研究了指数寿命型分布中失效率的验前分布的稳健性.然后利用Gamma分布函数的典型性质,并以平方损失下的后验期望损失为判别准则,讨论了失效率的最优Bayes稳健区间.给出了失效率的最优Bayes稳健点估计.
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| 关 键 词： | 稳健Bayes估计 验前分布 最优Bayes稳健区间 最优Bayes稳健点估计函数 |
Robustness analysis for the prior distribution |
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| HUANG Zang-hong,SHI Yi-min,CHAI Jian.Robustness analysis for the prior distribution[J].Pure and Applied Mathematics,2008,24(3). |
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| Authors: | HUANG Zang-hong SHI Yi-min CHAI Jian |
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| Institution: | HUANG Zang-hong~1 SHI Yi-min~2 CHAI Jian~2 1.Department of Mathematics,LuoYang Normal University,LuoYang 471022,China,2.Department of Applied Mathematics,Northwestern Polytechnieal University,Xi\'an 710072 |
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| Abstract: | In this paper we studied the robustness of prior distribution in Bayes statistical analysis. In the exponential life distribution, the analysis of robustness for the prior distribution of the failure rate is carried out. And then use the image character of the Gamma distribution to obtain an optimal robust action, such as the optimal Bayes robust credible set and the optimal Bayes robust point estimator of the failure rate, are discussed using the posterior expected loss under the squared error loss as the ... |
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| Keywords: | robust Bayes statistic prior distribution optimal Bayes robust credible set optimal Bayes robust point estimator |
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