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The Bayes Estimation Of Burr Distribution Parameter Under Linex Loss Function

Posted on:2009-03-06Degree:MasterType:Thesis
Country:ChinaCandidate:X M WangFull Text:PDF
GTID:2120360245458581Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
The opening chapter of this thesis firstly gives a brief introductin to the development of the Burr distribution with three parameters,with the focus on its application in Actuaral Statstics,Economics,Sociology and Euthenics.The Burr distribution has been listed as one of eight distributions often used by the actuaries,from which we may sense the practical value of the Burr distribution as well as the significance of doing research on it. The second part of this chapter introduces the development of Linex loss function and the third part describes the main content of this thesis.The second chapter is pivot of this paper,in which four parts are included.The first part describes the general form of the Bayes estimation of the Burr distribution of parameters under Linex loss function .The second part studies the precise form of the Bayes estimation of parameter under the circumstance of equal ignorance. The third part is about the exact form of the Bayes estimation of parameter under the circumstance of conjugated distribution together with its admissibility. The fourth part studies the multi-parameter Bayes estimation of parameter under the circumstance of conjugated distribution.Chapter three makes a summary of this thesis and then briefly introduces the future work to be done.
Keywords/Search Tags:Burr distribution, Linex loss function, Bayes estimation, Hierarchical bayes estimation, Admissibility
PDF Full Text Request
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