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两个指数分布族贝叶斯检验问题.pdf

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文档介绍:???????????Ч????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????????Ч?????????????????????????????????????????????Ч??????????Ч???? ??? ???????????Ч??????????????????????????????????????????????????????????????Ч???и????? ??????????????????????????????????????????????????????????????????????????????????????????????????????????????? Ч???????????????Ч????Ч???? ??? ????? ??? 万方数据????Ч???????????Linex??????????????,???????????????????-????????-???????Н??????. ?????α?θ?,????э?X?????????????? f(x|α, θ) =αx αe ?x αθ(1?e ?x α) θ?1 ?X????-?????.???α?θ??????,?Ч????={x|x >0}, ???α???,?????Θ={θ>0 ˉˉ R? f(x|θ)dx= 1}. ??????λ?β?,????э?X?????????????? f(x;λ, β) = λβ(1?e ?λ) e ?λ?βx+λexp(?βx), x, λ, β∈R +. ?X????-????.???λ?β??????. ?????Bayes???????М????,???Bayes?????????,?????Bayes?????????.????????Bayes??????????????????????????,?????????б???,???????????????????????. ???????????α= 1????????????-?????????θ?Bayes????.?????-???????θ???Borel???????????????????Bayes????,???????????????δ??????,?????δ???????????O(n ?λ(s?1) 2s+1). ??????????????Linex?????????????,Ч??????????????????????,??????-?????????????θ?Bayes??,????????????,????Monte-carlo???????????,????????????б?.??????:?????????????????????,???-?????????Bayes?????,????????????. ??????????????Linex??????????????,Ч??????ш??????????????????,???????-?????????????θ?Bayes??,????????????,????Monte-carlo ???????????,????????????б?.??????:????????MSE??Ч?n????r??э,?????????э,??????????????????????????,??????????????. ???:????????; Linex????;????????;??-?????;??-????;????;????????; – I –万方数据?? Abstract In this paper, bayesian statistical inference is researched for parameters of mon sorts of reliability life models-exponentiated-weibull distribution, and exponentiated- pois son distribution,which is based on scale squared loss function?linex loss function and Weighted balance function. Supposed that the parametersαandθare given, random variableXbelongs to exponentiate