基于渐进式ii型截尾样本的熵损失函数下Pareto分布可容许性估计

IF 0.2 Q4 MATHEMATICS

Italian Journal of Pure and Applied Mathematics Pub Date : 2016-11-08 DOI:10.11648/J.PAMJ.20160506.13

Guobing Fan

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引用次数: 1

摘要

本文的目的是研究基于渐进式ii型截尾样本的Pareto分布估计。首先，导出了极大似然估计量。然后在熵损失函数下，基于Gamma先验分布，导出了Pareto分布未知参数的Bayes估计量。进一步在贝叶斯估计量的基础上，利用极大似然方法得到了经验贝叶斯估计量。最后，在适当的条件下，讨论了一类逆线性估计的可容许性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Admissibility Estimation of Pareto Distribution Under Entropy Loss Function Based on Progressive Type-II Censored Sample

The aim of this paper is to study the estimation of Pareto distribution on the basis of progressive type-II censored sample. First, the maximum likelihood estimator (MLE) is derived. Then the Bayes estimator of the unknown parameter of Pareto distribution is derived on the basis of Gamma prior distribution under entropy loss function. Further the empirical Bayes estimator also obtained by using maximum likelihood on the basis of Bayes estimator. Finally, the admissibility of a class of inverse linear estimators are discussed under suitable conditions.

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来源期刊

Italian Journal of Pure and Applied Mathematics MATHEMATICS-

CiteScore

0.60

自引率

0.00%

发文量

期刊介绍： The “Italian Journal of Pure and Applied Mathematics” publishes original research works containing significant results in the field of pure and applied mathematics.