| 对称熵损失下成功概率P的E—Bayes估计 |
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| 引用本文： | 李聪,朱复康,赖民.对称熵损失下成功概率P的E—Bayes估计[J].工科数学,2013(1):25-30. |
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| 作者姓名： | 李聪 朱复康 赖民 |
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| 作者单位： | 吉杯大学数学学院,长春130012 |
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| 基金项目： | [基金项目]国家自然科学基金（J1030101;10971081） |
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| 摘 要： | 研究对称熵损失下成功概率P的Bayes估计和E—Bayes估计，证明了前者的存在性及唯一性．模拟结果表明E-Bayes估计优于极大似然估计和Bayes估计．并将E—Bayes方法应用在证券投资预测之中，预测效果较好．
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| 关 键 词： | 对称熵损失函数 Bayes估计 E—Bayes估计 |
E-Bayesian Estimation of Probability of Success p under Symmetric Entropy Loss Function |
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| LI Cong,ZHU Fu-kang,LAI Min.E-Bayesian Estimation of Probability of Success p under Symmetric Entropy Loss Function[J].Journal of Mathematics For Technology,2013(1):25-30. |
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| Authors: | LI Cong ZHU Fu-kang LAI Min |
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| Institution: | (College of Mathematics, Jilin University, Changchun 130012, China) |
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| Abstract: | The authors studied the Bayesian and E-Bayesian estimation of probability of success p under symmetric entropy loss function and proved the existence and uniqueness of the Bayesian estimation. The simulation results showed that the E-Bayesian estimator outperformed than the maximum likelihood estimator and Bayesian estimator. The E-Bayesian method was applied to the forecast of the stock investment and the results of forecasting were precise. |
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| Keywords: | symmetric entropy loss function Bayesian estimation E-Bayesian estimation |
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