The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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A Study on Bayes and Empirical Bayes Estimates of Poisson Means under Asymmetric Loss Functions

비대칭 손실함수 아래서 포아송평균의 베이즈와 경험적베이즈 추정의 연구

  • Youn Shik Chung (Department of Statistics, Pusan National University, Pusan 609-735, Korea, E-mail : yschung＠hyowon.pusan.ac.kr) ;
  • Chan Soo Kim (Department of Statistics, Pusan National University, Pusan 609-735, Korea)
  • Published : 1994.09.01
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Abstract

Under the asymmetric losses (entropy loss and Stein loss), we find the classes of Bayes and empiricla Bayes estimates for estimating the Poisson means when the distributin of means are believed a priori. Following the idea of Efron and Morris (1973), we have a computer simulation to compute a relative savings loss of proposed estimates as compared to the classical estimates.

엔트로피와 스타인손실들을 포함한 비대칭 손실함수아래서 포아송 평균이 사전분포 함수를 갖는 경우에서 베이즈적, 경험적 베이즈 추정치들의 집합을 구하였다. 또한 Efron과 Morris의 접근방법에 의하여 앞에서 제안된 추정치와 기존의 추정치들의 상대절약 손실량을 모의실험을 통하여 비교하였다.

Keywords

References

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