斯坦因损失函数下具有共轭伽马先验的伽马分布率参数的经验贝叶斯估计值

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Communications in Statistics-Simulation and Computation Pub Date : 2024-06-22 DOI:10.1080/03610918.2024.2369811

Ya-Guang Shi, Ying-Ying Zhang, Zheng Li

引用次数: 0

摘要

对于分层伽马模型和伽马模型，我们计算了在斯坦因损失函数下伽马分布率参数的贝叶斯估计量，该函数对严重高估和低估进行惩罚。

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The empirical Bayes estimators of the rate parameter of the gamma distribution with a conjugate gamma prior under Stein’s loss function

For the hierarchical gamma and gamma model, we calculate the Bayes estimator of the rate parameter of the gamma distribution under Stein’s loss function which penalizes gross overestimation and gro...

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来源期刊

Communications in Statistics-Simulation and Computation 数学-统计学与概率论

CiteScore

2.50

自引率

11.10%

发文量

240

审稿时长

6 months

期刊介绍： The Simulation and Computation series intends to publish papers that make theoretical and methodological advances relating to computational aspects of Probability and Statistics. Simulational assessment and comparison of the performance of statistical and probabilistic methods will also be considered for publication. Papers stressing graphical methods, resampling and other computationally intensive methods will be particularly relevant. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.