分布参数估计的损失函数和风险函数的Bayes推断.PDF

30 2 ( ) Vol . 30 No 2 2005 4 Journal of Kunming University of Sc ience and Te chnology ( Science and T echnology) Apr . 2005 Bayes 1, 2 3 1 1 刘焕香 , 董晓娜 , 师义民, 张素梅 ( 1. , 71007 2 2. , 3 12000) ( 3. , 47500 1) : 在共轭先验分布下本文给出了 分布( r, ) 中参数 1/ 的估计的损失函数和风险函数 不同的Bay es 估计, 并讨论了各 Bayes 估计的性质, 进而指出各 Bayes 估计的合理性. : 分布 保守估计 Bayes 估计 损失函数 风险函数 : O212. 8 : A : 1007- 855X ( 2005) 02- 0112- 03 Bayes Inference for Loss and Risk Functi on of Distribution Parameter Estimators 1, 2 3 1 1 LIU Huanxiang , DONG Xia ona , SHI Yimin , Z HA NG Sumei ( 1. Departm ent of Applied M athematics, North w estern Polytechnical University , Xi an 71007 2, China 2 . Dept . of M ath. , Sh aoxing College of Art s and Sciences, Sh aoxing Zhej iang 3 12000 China 3. Teaching Research Off ice of M athem atics and Physics, Dep artment of Basic Course, Yellow River Con servancy Vocational Technical College , K aifeng , Henan 475001, China ) Abstract : U nder the conjugate prior distribution , the Bayes est imators of the loss function and risk function for the est imators of Parameter 1/ of ( r, ) are investigated. Then the property and the rationality of the Bayes est imators are discussed. Key words : distribution conservative estimation Bayes estimation loss function risk function 0 , d = (x ) , w ( , d), (x ) . w ( , d) , w ( , d) . x , [ 5] [ 6] . !w ( , d) , [ 1] - 1/ 2 1/ 2 L ( ; , !) = w ( , ) ! + ! , w ( , d) ! . , [ 1] : d =