研究BurrI分布族形状参数的一致最小方差无偏估计(UMVUE)、以及在刻度平方损失下的Bayes估计和参数型经验Bayes(PEB)估计.在均方误差(MSE)准则下比较UMVUE与PEB估计的优良性.给出了参数的PEB估计相对于它的Bayes估计的大样本性质,并获得其收敛速度o(n-1).对参数PEB估计的置信区间进行了数值模拟分析.
The uniformly minimum variance unbiased estimation (UMVUE) and the Bayes estimation under the square loss in scale and the parameter-type empirical Bayes (PEB)estimation of shape parameter of the BurrI distribution family are studied in this paper.The fine properties of UMVUE and PEB estimations under the mean-square error(MSE) criterion are compared.The large sample properties of the PEB estimation of the parameters relative to its Bayes estimation are presented and the convergence rate o(n-1) is obtained.Finally the numerical simulation of the confidence interval of the PEB estimation of the parameters is demonstrated.