Pareto分布形状参数的E-Bayes估计和多层Bayes估计及其应用

给出了参数的E-Bayes估计的定义,对Pareto分布在尺度参数已知时,在平方损失下给出了形状参数的E-Bayes估计和多层Bayes估计,并且用Monte Carlo方法给出了模拟算例.最后,结合高尔夫球手收入数据的实际问题进行了计算,结果表明本文提出的方法可行且便于应用.

The E-Bayesian estimation and hierarchical Bayesian estimation of shape parameter for Pareto distribution and its applications

In this paper, the definition of E-Bayesian estimation of the parameter is provided; moreover, for Pareto distribution, under the condition of the scale parameter is known, based on the square error loss function, formulas of E-Bayesian estimation and hierarchical Bayesian estimation for the shape parameter are also pro-vided, and using the Monte Carlo method simulation example is given. Finally, combined with the golfer income data practical problem are calculated, the results show that the proposed method is feasible and convenient for application.