| 加权先验下的Bayes方差估计 |
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| 引用本文： | 黄丽琨. 加权先验下的Bayes方差估计[J]. 经济数学, 2008, 25(4) |
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| 作者姓名： | 黄丽琨 |
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| 作者单位： | 湖南财经高等专科学校,湖南长沙,410315 |
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| 基金项目： | 湖南省社科基金资助项目(No.08YBB327); 国家测绘科研项目 |
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| 摘 要： | 针对具有多阶段试验信息的参数估计问题,考虑到历史数据和现场数据的不可等同性,给基于历史数据的似然函数加一个权参数a0(0≤a0≤1)的方案,结合动态修正Bayes估计方法,建构并推导出正态分布方差的加权先验Bayes估计模型.
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| 关 键 词： | 加权先验 历史数据 Bayes法 方差估计 |
BAYESIAN VARIANCE ESTIMATION OF THE POWER PRIOR |
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| Huang Likun. BAYESIAN VARIANCE ESTIMATION OF THE POWER PRIOR[J]. Mathematics in Economics, 2008, 25(4) |
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| Authors: | Huang Likun |
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| Abstract: | This paper discusses how to make good use of the test data of all research so as to accomplish the estimation of parameter.In consideration of the heterogeneity between the current data and the historical data.The power prior distribution is then constructed by raising the likelihood function of the historical data to the power a0,where 0a01.And a new method of variance estimation model for the normal distribution was developed. |
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| Keywords: | The power prior historical data Bayesian method variance estimation |
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