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.
关键词
逐步二型删失数据/广义Pareto分布/Bayes估计/损失函数/可容许性
Key words
progressively type Ⅱ censored data/generalized Pareto distribution/Bayes estimates/loss function/admissibility
维普
万方数据