摘要
讨论了指数平均寿命的Bayes估计及其后验平均损失,关于先验分布的稳健性。本文所考虑的先验分布类是限制了均值和方差的共轭先验分布类。最后,给出了有关结果的数值计算例子。
This paper discusses the robustness of Bayesian estimation and posterior average loss for the prior. The class considered is the conjugate prior class with specified mean n and variance σ2. Results of numerical calculation are given.
关键词
稳健分析
指数
先验分布
数值计算
robust analysis , conjugate prior distribution class , Bayesian estimation, posterior average loss.
