Pareto分布形状参数的估计及其不变性

摘要

在Bayes理论框架下,用加权p,q对称熵损失函数研究了Pareto分布形状参数在刻度参数已知的情况下的Bayes估计的形式和性质,讨论了形状参数的Bayes估计的可容许性,最后证明了形状参数的Bayes估计和可容许估计具有不变性.%For Pareto distribution,the form and property of Bayes estimator for shape parameter when local parameter was known were investigated under weighted p,q symmetric entropy loss from Bayesian theoretical framework.The admissibili ty of Bayes estimator was discussed.Finally,the invariance of the Bayes estima tor and the admissible estimator were proved.