Bayes estimation of shape parameter in inverse Gaussian distribution under a symmetric loss
Bayes estimation,multilayer Bayes estimation and E-Bayes estimation of inverse Gaussian distribution parameters are studied respectively under weighted p and q symmetric entropy loss,and the idea of knife cutting method is applied to Bayes estimation.The exact form of Bayes estimation of shape parameter of inverse Gaussian distribution is obtained.R software is used to numerically simulate Bayes estimation,E-Bayes estimation and Jackknife-Bayes estimation of studied parameters by u-sing the random walk Metropolis algorithm.The Bayes estimation precision of the shape parameter of inverse Gaussian distribu-tion under the following loss:weighted p and q symmetric entropy loss,Linex asymmetric loss,square loss and q-symmetric entropy loss is compared,and the results showed that the Bayes estimation of the shape parameter of the inverse Gaussian dis-tribution has higher accuracy under weighted p and q symmetric entropy loss.
Bayes estimationinverse Gaussian distributionJackknifeloss functionrandom walk Metropolis algorithm
NETL
NSTL
万方数据
