基于广义熵损失函数估计Erlang分布未知尺度参数的贝叶斯方法

J. A. N. Al-obedy
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引用次数: 0

摘要

当Erlang分布的形状参数已知时,对未知的尺度参数使用贝叶斯估计。对于未知的尺度参数,假设不同的信息先验。对未知尺度参数分别采用指数反分布、卡方反分布、Gamma反分布和标准Levy分布作为先验,推导了后验均值和后验方差的后验密度。并推导了基于广义熵损失函数(GELF)的贝叶斯估计量,并用仿真方法得到了结果。我们针对不同的样本量,为Erlang模型的参数生成了不同的案例。根据均方误差(MSE)对这些估计进行了比较。我们得出的结论是,对于Erlang模型真实情况下的所有样本量(n),基于形状参数(c=1,2,3)的GELF,并根据MSE的最小值,在逆gamma先验下对Erlang分布的尺度参数进行最佳估计
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Bayesian Approach for estimating the unknown Scale parameter of Erlang Distribution Based on General Entropy Loss Function
We are used Bayes estimators for unknown scale parameter  when shape Parameter  is known of Erlang distribution. Assuming different informative priors for unknown scale  parameter. We derived The posterior density with posterior mean and posterior variance using different informative priors for unknown scale parameter  which are the inverse exponential distribution, the inverse chi-square distribution, the inverse Gamma distribution, and the standard Levy distribution as prior. And we derived Bayes estimators based on the general entropy loss function (GELF) is used the Simulation method to obtain the results. we generated different cases for the parameters of the Erlang model, for different sample sizes. The estimates have been compared in terms of their mean-squared error (MSE). We concluded that the best estimators of the scale parameterof the Erlang distribution, based on GELF for the shape parameter (c=1,2,3) under inverse gamma prior with for all samples sizes(n) where the true cases of the Erlang model are  and  according to the smallest values of MSE
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