26176.lomax分布的參數(shù)估計與均值比較

1、4V坐縣.Ji?密級：無UDC單位代碼：10118山西師范大學研究生碩士學位論文Lomax分布的參數(shù)估計與均值比較王麗娟指導教師姓名史建紅教授學院數(shù)學與計算機科學學院申請學位級別理學碩士專業(yè)名稱概率論與數(shù)理統(tǒng)計論文提交日期2014年3月31日論文答辯日期2014年5月23曰學位授予單位山西師范大學學位授予日期2014年月日答辯委員會主席張勤海教授評閱人李高榮副教授徐禮文副教授2014年3月31日Title:TheParameterEst

2、imationComparisonofMeansofLomaxDistributionMaj:AppliedMathematicsName:LijuanWangSupervis:ProfessorJianhongShiSignatureSignatureAbstractThispaperdiscussestheproblemofBayesianestimationofparametercomparisonofmeansfromthetw

3、oparametersLomaxdistribution.FirstlyundertheassumptionthatthescaleparameterAisknownwestudytheproblemofBayesestimationoftheparameter6basedonrecordvaluesfromthetwoparametersLomaxdistribution.Onthebasisofitwemayusethemoment

4、estimationapproachtogettheestimationofpriorparametersabgettheempiricalBayesestimationofparameter9.Thenwegivethediscussionofadmissibilityofestimatorsintheformof(cTd)_1basedonGammapriordensity.Inordertocomparethemeansquare

5、derrorsofdifferentestimatorsMonteCarlosimulationsareused.ItshowedthatempiricalBayesestimationarebetterthantheBayesestimationwithrespecttodifferentlossfunctions.SecondlyundertheassumptionthatboththeparameterA9areunknownwe

6、usetheSolmethodtoestimatethetwoparametersatthesametime.Thenwegetthepredictiveintervaloffuturerecord.FinallyinordertoassesstheperformancesofthetheSolmethodaMonteCarlosimulationsstudyisused.Lastlywediscusstheproblemoftheco

7、mparisonofmeansfromtheLomaxdistributionofthesamescaleparameterfirstofallthecomparisonofmeanswillbetransformedtothecomparisonoftheshapeparameterusingtheacteristicoftheLomaxdistribution.Finallyweobtainthegeneralizedpvalue.