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广义半逻辑分布的贝叶斯估计研究

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摘要 文章探讨了广义半逻辑分布的Bayes估计,推导出2种先验、7种误差损失函数下参数的贝叶斯估计量及相应后验风险估计量。Monte Carlo模拟结果表明,Bayes估计值的精确度及后验风险的大小皆与总体参数有关。同时随着n的增加,Bayes估计值与真实值越来越接近,综合比较来看,Jeffrey先验对数损失函数下贝叶斯估计值表现出较小的后验风险,实际应用中,建议采用这种估计量以减少误差。
作者 杨群
机构地区 安阳师范学院工商管理学院
出处 《统计与决策》 CSSCI 北大核心 2014年第16期19-22,共4页 Statistics & Decision
关键词 广义半逻辑分布 贝叶斯估计 对数损失函数 后验风险
分类号 O212.1 [理学—概率论与数理统计]
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参考文献10

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统计与决策
2014年 第16期

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