董秋灿, 徐宝. 双参数Weibull分布尺度参数的Bayes估计和经验Bayes估计[J]. 内江师范学院学报, 2023, 38(12): 25-29. DOI:10.13603/j.cnki.51-1621/z.2023.12.005
引用本文: 董秋灿, 徐宝. 双参数Weibull分布尺度参数的Bayes估计和经验Bayes估计[J]. 内江师范学院学报, 2023, 38(12): 25-29.DOI:10.13603/j.cnki.51-1621/z.2023.12.005
DONG Qiucan, XU Bao. Bayes estimation and empirical Bayes estimation of scale parameter of two-parameter Weibull distribution[J]. Journal of Neijiang Normal University, 2023, 38(12): 25-29. DOI:10.13603/j.cnki.51-1621/z.2023.12.005
Citation: DONG Qiucan, XU Bao. Bayes estimation and empirical Bayes estimation of scale parameter of two-parameter Weibull distribution[J].Journal of Neijiang Normal University, 2023, 38(12): 25-29.DOI:10.13603/j.cnki.51-1621/z.2023.12.005

双参数Weibull分布尺度参数的Bayes估计和经验Bayes估计

Bayes estimation and empirical Bayes estimation of scale parameter of two-parameter Weibull distribution

  • 摘要:在加权p,q对称熵损失函数下,讨论了双参数Weibull分布尺度参数的Bayes估计和经验Bayes估计.在形状参数已知时,首先给出了Weibull分布尺度参数在逆Gamma先验分布下的Bayes估计,其次在所得的Bayes估计的基础上,给出了尺度参数的经验Bayes估计,最后利用R语言进行数据模拟验证了估计的稳健性与精确性,结果表明经验Bayes估计的精确性更高.

    Abstract:The Bayes estimation and the empirical Bayes estimation of the two-parameter Weibull distribution scale parameter are discussed under the weighted p, qsymmetric entropy loss function. Firstly, when the shape parameter is known, the Bayes estimation of the scale parameter of Weibull distribution under inverse gamma prior distribution is given, then the empirical Bayes estimation of the scale parameter of Weibull distribution is given on the basis of the obtained Bayes estimation. Finally, the robustness and accuracy of the estimation are verified by data simulation using R program. The results show that the accuracy of empirical Bayes estimation is higher.

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