摘要
该文建立了贝叶斯模型,讨论了零膨胀泊松分布中参数的估计问题.在平方损失函数、Linex损失函数和Stein损失函数下得到了风险参数的贝叶斯估计.进而,引进了信度理论,在平方损失函数下得到了风险参数的信度估计,证明了估计的相合性.最后,通过数值模拟的方法对估计的收敛性进行了比较.
The Bayesian model is established and the parameter estimation of the zero-inflated Poisson distribution is discussed in the paper.Bayesian estimates of risk parameters are obtained under the squared loss function,the Linex loss function,and the Stein loss function.Furthermore,the credibility theory is introduced,and the credibility estimates of the risk parameters are obtained under the mean square loss.In addition,the consistency of the estimates are proved.Finally,the convergence of the estimates is compared by numerical simulation.
作者
张良超
周金亮
温利民
ZHANG Liangchao;ZHOU Jinliang;WEN Limin(College of Mathematics and Information Science,Jiangxi Normal University,Nanchang Jiangxi 330022,China)
出处
《江西师范大学学报（自然科学版）》
CAS
北大核心
2020年第3期269-274,共6页
Journal of Jiangxi Normal University(Natural Science Edition)
基金
国家自然科学基金(71761019)
江西省教育厅研究生创新基金(YC2019-S125)资助项目.
关键词
零膨胀泊松模型
贝叶斯估计
参数估计
zero-inflated Poisson model
Bayes estimators
parameter estimation
