摘要
在Mlinex损失函数下,文章讨论了几何分布可靠度的Bayes估计问题,在可靠度的先验分布为贝塔共轭先验分布和幂分布下,得到了可靠度的Bayes估计,并证明了它的容许性。当可靠度先验分布为贝塔分布时,给出三类不同超参数的E-Bayes估计和多层Bayes估计,并在一定条件下得到E-Bayes估计、多层Bayes估计具有等价性。利用Monte Carlo数值模拟对几种估计进行比较。
Under the loss function of Mlinex, this paper discusses the Bayes estimation of geometric distribution reliability.When the prior distribution of reliability is beta conjugate prior distribution and power distribution, Bayes estimation of reliability is obtained and the admissibility proved. When the prior distribution of reliability is beta distribution, the paper gives E-Bayes estimation and multi-level Bayes estimation of three different types of hyper-parameters, and under certain conditions obtains E-Bayes estimation and multi-level Bayes estimation with equivalence. Finally, the paper uses Monte Carlo numerical simulations to compare several estimates.
引文
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