P,Q-对称熵损失函数下Pareto分布参数的Bayes估计

摘要

Under P,Q-symmetric entropy loss function, this paper first gives the general form of Bayesian estima⁃tion. Then, the exact form of Bayesian estimation is given under the condition of giving prior distribution of pa⁃rameter. Lastly, the paper proves the admissibility of the Bayesian estimation.%　　在P,Q-对称熵损失函数下,讨论了Pareto分布参数的Bayes估计。当先验分布为伽玛分布时,给出估计的精确形式。最后证明了其容许性。