Based on the definitions of E-Bayes estimation and multilayer Bayes estimation,this paper firstly investigates the Bayes estimation of inverse exponentially distributed parameters under weighted squared loss function and the admissibility and minimax of the proposed Bayes estimation was discussed.Further,E-Bayes estimation and multi-layer Bayes estimation of the parameters are discussed.Secondly,the reasonableness of the estimation is verified by studying the maximum a posteriori interval estimation.Finally,R software is used to simulate the data and verify that the simulation of inverse exponential distribution parameter estimation is high.
关键词
逆指数分布/Bayes估计/加权平方损失函数/E-Bayes估计/多层Bayes估计
Key words
inverse exponential distribution/Bayes estimation/weighted squared loss function/E-Bayes estimation/multilayer Bayes estimation