ESTIMATION OF THE PARAMETERS OF THE INVERSE EXPONENTIAL DISTRIBUTION UNDER WEIGHTED SQUARE LOSS
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.
inverse exponential distributionBayes estimationweighted squared loss functionE-Bayes estimationmultilayer Bayes estimation
万方数据
维普
