加权p、q对称损失函数下Burr分布参数的Bayes估计

doi:10.16088/j.issn.1001-6600.2024031703

Abstract

Abstract: The forms and properties of Bayes estimates of the Burr distribution parameters are investigated using the Bayes parameter estimation method under the weighted p, q symmetric loss function. The general form of the Bayes estimation of the parameters and the exact form under the uninformative prior distribution are obtained, and the obtained estimates are proved to be admissible and have the property of minimum maximum, and the multilayer Bayes estimation of the parameters is further obtained. Numerial Simulation with R software combined with MCMC algorithm on the obtained estimates shows that the Bayes estimate under the conjugate prior distribution is more accurate than the Bayes estimate under the uninformative prior distribution.

Key words: Burr distribution, loss function, Bayes estimation, admissibility, MCMC algorithm

CLC Number: O212.8

YU Xuesong, XU Bao. Bayes Estimations of Burr Distribution under the Weighted p, q Symmetric Loss Function[J].Journal of Guangxi Normal University(Natural Science Edition), 2024, 42(6): 186-193.

References

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Bayes Estimations of Burr Distribution under the Weighted p, q Symmetric Loss Function

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