Bayes Estimation of Generalized Pareto Distribution Parameters of Progressively TypeⅡ Censored Data Under Loss Functions
Based on progressively type Ⅱ censored data,the Bayes estimation of shape parameters is discussed by generalized Pareto distribution under several different loss functions.When the scale parameter is given,the Gamma distribution is introduced as a prior distribution for the θ parameters,and the mathematical expressions of Bayes estimates under θ parameter for several different loss functions are obtained.The results show that the Bayes estimation of generalized Pareto distribution parameters is the best under Linex loss function.
progressively type Ⅱ censored datageneralized Pareto distributionBayes estimatesloss functionadmissibility
万方数据
维普
