Abstract：The method of theoretical analysis and random simulation test was adopted to solve the parameter estimation problem of exponential distribution under entropy loss function for randomly censored data. Bayesian parameter estimation under any prior distribution and the specific Bayesian and hierarchical Bayesian estimations based on gamma conjugate prior distribution are derived and calculated by Monte Carlo method. The two estimations and MLE are compared by random simulation test. The research results show that the estimations under entropy loss function have higher accuracy and hierarchical Bayesian estimation has a better robustness. Research conclusion enriches Bayesian statistical analysis of exponential distribution. The research method helps parameter estimation of the other life distributions under entropy loss function.
何朝兵. 熵损失下随机截尾情形指数分布参数的Bayes估计[J]. 辽宁工程技术大学学报(自然科学版), 2016, 35(12): 1533-1536.
HE Chaobing. Bayesian estimation of parameter of exponential distribution under entropy loss function for randomly censored data. Journal of LNTU.Natural Science, 2016, 35(12): 1533-1536.