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复合Mlinex对称损失下k阶Erlang分布参数的Bayes估计 |
Bayesian Estimation of k-th Erlang Distribution Parameter under Compound Mlinex Loss Function |
投稿时间:2017-09-04 |
DOI:10.16018/j.cnki.cn32-1650/n.201704015 |
中文关键词: k阶Erlang分布 复合Mlinex损失函数 Bayes估计 可容许性 |
英文关键词: k-th Erlang distribution compound Mlinex loss function Bayes estimates admissibility |
基金项目:江苏省宿迁市社科类研究项目(17SSY-61) |
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中文摘要: |
在Mlinex损失函数基础上定义了复合Mlinex对称损失函数;在复合Mlinex对称损失函数下,利用Bayes估计的方法研究了k阶Erlang分布参数的Bayes估计、E-Bayes估计及多层Bayes估计,并证明了其容许性;最后通过MATLAB模拟检验了参数的3种Bayes估计的合理性和优良性。 |
英文摘要: |
The compound Mlinex symmetric loss function is defined on the basis of the Mlinex loss function. Under the compound Mlinex symmetric loss function, the Bayes estimation, E-Bayes estimation and multilayer Bayes estimation of the k-th Erlang distribution parameters are studied by using the Bayes estimation method. And its admissibility is proved. Finally, the rationality and superiority of the three kinds of Bayesian estimation of parameters are verified by Matlab simulation. |
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