摘要
本文主要研究了在复合Linex对称损失函数下先验分布为伽马分布的逆伽马分布尺度参数的Bayes估计、E-Bayes估计和多层Bayes估计,并通过数值模拟说明了三种估计的稳健性和精确度,其中Bayes估计的稳健性和精确度都是最高的。
In this paper, Bayesian estimation, E-Bayes estimation and Hierarchical Bayes estimation of inverse gamma distribution scale parameters with prior distribution as gamma distribution under the composite Linex symmetric loss function are studied, the robustness and accuracy of the three estimates are illustrated by numerical simulation, among which the robustness and accuracy of Bayes estimation are the highest.
出处
《理论数学》
2023年第7期2017-2023,共7页
Pure Mathematics
