刻度平方误差损失下艾拉姆咖分布参数的Bayes估计

Bayesian Estimation of the Parameter of Эрлaнгa Distribution under Scale Squared Error Loss Function

摘要: 本文主要研究了在刻度平方误差损失函数下先验分布为伽马分布的艾拉姆咖分布参数的Bayes估计、多层Bayes估计和E-Bayes估计，并通过数值模拟说明了三种估计的稳健性和精确度，其中多层Bayes估计的稳健性和精确度都是最高的。

Abstract: In this paper, Bayesian estimation, Hierarchical Bayes estimation and E-Bayes estimation of Эрлaнгa distribution scale parameters with prior distribution as gamma distribution under the scale squared error loss function are studied; the robustness and accuracy of the three estimates are illustrated by numerical simulation, among which the robustness and accuracy of Hierarchical Bayes estimation are the highest.