摘要
讨论双指数分布的位置参数在LINEX损失函数下的Bayes估计.在NA样本情形下,利用概率密度函数的核估计方法,构造边缘分布的概率密度估计,按照参数的Bayes估计形式,提出参数的经验Bayes(EB)估计函数,在一定的条件下可以证明所提出的这个经验Bayes估计函数是渐近最优的,并获得其收敛速度,最后举例说明满足定理条件的参数的先验分布是存在的.
This paper is to discuss the Bayes estimation about location parameter of two- exponential distribution under a LINEX loss function. Under the NA （negatively associ ated） samples, it uses the method of kernel density estimates to construct probability density estimation of marginal distribution. According to the parameter＇s Bayes estimation form, it obtains its empirical Bayes （EB） estimation function. It can be proved that the given EB estimation function is asymptotic optimal under certain conditions and its convergence rate can be obtained. Finally, examples are given to show that the priori distribution of parameter exists under suitable conditions.
出处
《华中师范大学学报（自然科学版）》
CAS
CSCD
北大核心
2011年第4期542-546,共5页
Journal of Central China Normal University：Natural Sciences
基金
江西省教学改革项目(JXJG-08-15-26)
江西省教育科学"十一五"规划项目(09YB070)
关键词
NA样本
双指数分布
LINEX损失
EB估计
渐近性
NA samples
two-exponential distribution
LINEX loss
EB estimator
as ymptotical behavior
