Jeffreys 先验下逆威布尔分布尺度参数的 Bayes 分析

  • 打印
  • 收藏
收藏成功


打开文本图片集

文章编号:1003-6180(2026)02-0001-06

[中图分类号]0212.8

[文献标志码]A

Bayesian Analysis of the Scale Parameter in the Inverse Weibull Distribution Under Jeffreys Prior

HAN Huitong, XU Bao*

(College of Mathematics and Computer Science Jilin Normal University, Siping , China)

Abstract: Under the weighted p, q-symmetric entropy loss function, we use Bayesian parameter estimation methods to investigate the Bayesian estimation form and properties of the scale parameter of the inverse Weibull distribution. We derive the exact form of the Bayesian estimate for the scale parameter under the Jeffreys prior distribution, prove the admissibility of the Bayesian estimate, and obtain the Bayesian cut-and-cap estimate for the parameter. Numerical simulations confirm the validity of the obtained estimates.

Keywords: inverse Weibull distribution; loss function; Bayesian estimation; admissibility

逆威布尔分布作为应用广泛的寿命分布,可以刻画多种失效模型的概率密度函数和分布函数,其表达式为 [1] :

式(1)中, α>0 为尺度参数, β>0 为形状参数,记为 IW(α,β) 。(剩余4019字)

monitor