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- Title
一种对称损失下两参数广义 Pareto 分布 形状参数的 Bayes 分析.
- Authors
吴月丹; 徐 宝
- Abstract
For the weighted symmetric loss function, the Bayes estimation method was used to study the Bayes estimation of the shape parameter of two-parameter generalized Pareto distribution and its properties.The general form of Bayes estimation of the shape parameters and the exact form under two different prior distributions were obtained, and a form of the minimax estimation of the shape parameter was obtained.So the connection among different estimates were established.The accuracy of the estimate was studied by simulation, and the result showed that the accuracy of the estimate is higher.
- Publication
Journal of Nanchang University (Natural Science), 2023, Vol 47, Issue 1, p21
- ISSN
1006-0464
- Publication type
Article