几种损失函数下Γ(θ,1/2)中参数θ的Bayes估计

Abstract

由于尺度参数已知,将伽玛Γ(θ,1/2)中参数θ的先验分布同样令为伽玛分布,在不同的损失函数下讨论了伽玛分布族Γ(θ,1/2)参数θ的bAyES估计,并用自适应的SIMPSOn法近似计算反常积分,通过数值模拟得出了相应的估计值,对所给估计结果的优良性进行了分析比较.

Gives out two kinds of prior distribution of the parameter ofΓ(θ,1/2).Under several loss functions,discusses the Bayesian estimation of parameterθ.Using the adaptive Simpson method to calculate improper integral approximately and by the means of numerical simulation obtains the corresponding estimate.Finally,compares all the estimated results and gives out a conclusion.