| NA样本下Pareto分布参数的经验Bayes估计 |
| |
| 引用本文： | 饶贤清.NA样本下Pareto分布参数的经验Bayes估计[J].数理统计与管理,2012,31(4):621-626. |
| |
| 作者姓名： | 饶贤清 |
| |
| 作者单位： | 上饶师范学院,江西上饶,334001 |
| |
| 摘 要： | 讨论了Pareto分布在平方损失下参数的Bayes估计,采用同分布负相协样本的核估计方法讨论了参数的经验Bayes(EB)估计问题,并计算了给定条件下参数的经验Bayes估计的收敛速度。最后,对我国高收入阶层的财富分布情况进行了实证分析,实证分析表明我国高收入阶层的财富分布是可以用Pareto分布来描述的。
|
| 关 键 词： | Pareto分布 NA样本 经验Bayes估计 收敛速度 |
Empirical Bayes Estimation of the Parameter of Pareto Distribution under NA Samples |
| |
| RAO Xian-qing.Empirical Bayes Estimation of the Parameter of Pareto Distribution under NA Samples[J].Application of Statistics and Management,2012,31(4):621-626. |
| |
| Authors: | RAO Xian-qing |
| |
| Institution: | RAO Xian-qing (Shangrao Normal College,Jiangxi Shangrao 334001,China) |
| |
| Abstract: | In this paper,the Bayes estimation of the Pareto distribution has been derived and the empirical Bayes(EB)estimator is constructed by using the identically distributed and negatively associated (NA)samples.Further,the convergence rate of the EB estimator is shown under suitable conditions.At last,we test that the wealth distribution of high income earners in China can be described with Pareto distribution. |
| |
| Keywords: | Pareto distribution NA samples empirical Bayes estimator convergence rates |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
