| 动态指数分布模型及Bayes预测 |
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| 引用本文： | 周长银,张孝令,陈桂东. 动态指数分布模型及Bayes预测[J]. 经济数学, 1998, 0(Z1) |
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| 作者姓名： | 周长银 张孝令 陈桂东 |
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| 作者单位： | 山东矿业学院济南分院!济南，250031 |
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| 基金项目： | 山东省自然科学基金!94A0404 |
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| 摘 要： | 本文给出了观测值服从指数分布的动态指数分布模型，并在自然参数与状态参数之间满足线性关系ω_t=F'_tθ_t的假设下，利用共轭分布给出了动态指数分布模型多数的修正递推及其预测．
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| 关 键 词： | 动态指数分布模型 共轭分布 修正递推 Bayes预测 |
DYNAMIC EXPONENTIAL DISTRIBUTION MODELS AND BAYESIAN FORECASTING |
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| Zhou Changyin Zhang Xiaoling Chen Guidong. DYNAMIC EXPONENTIAL DISTRIBUTION MODELS AND BAYESIAN FORECASTING[J]. Mathematics in Economics, 1998, 0(Z1) |
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| Authors: | Zhou Changyin Zhang Xiaoling Chen Guidong |
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| Abstract: | The dynamic exponential distribution models for observations following exponential distribution is proposed in this paper. Using conjugate distribution,the updating recursion of the model parameters is given under the assumption of linear relation between natural parameter and system parameters; and Bayesian forecasting is derived,too |
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| Keywords: | Dynarnic exponential distribution model conjugate distribution updation recursions bayesian forecasting |
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