[1]章 溢,吕凤虎.峰度与偏度系数的近似经验贝叶斯估计[J].江西师范大学学报(自然科学版),2016,40(04):358-362.
　ZHANG Yi,LYU Fenghu.The Approximate Empirical Bayesian Estimation of Kurtosis and Skewness Coefficient[J].Journal of Jiangxi Normal University:Natural Science Edition,2016,40(04):358-362.
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峰度与偏度系数的近似经验贝叶斯估计()
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《江西师范大学学报》（自然科学版）[ISSN:1006-6977/CN:61-1281/TN]

卷:
40
期数:
2016年04期
页码:
358-362
栏目:
出版日期:
2016-09-01

文章信息/Info

Title:
The Approximate Empirical Bayesian Estimation of Kurtosis and Skewness Coefficient
作者:
章 溢; 吕凤虎
1.江西师范大学计算机信息工程学院,江西 南昌 330022; 2.南昌工程学院理学院,江西 南昌 330099
Author(s):
ZHANG Yi; LYU Fenghu
1.College of Computer Information Engineering,Jiangxi Normal University,Nanchang Jiangxi 330022,China; 2.College of Science,Nanchang Institute of Technology,Nanchang Jiangxi 330099,China
关键词:
峰度系数;  偏度系数;  线性贝叶斯估计;  近似信度估计;  超参数;  经验贝叶斯估计
Keywords:
kurtosis coefficient;  skewness coefficient;  linear Bayesian estimation;  approximate credibility estimation;  supper-parameter;  empirical Bayes estimation
分类号:
O 211.9
文献标志码:
A
摘要:
建立了单样本数据的贝叶斯模型,给出了偏度系数和峰度系数的线性贝叶斯估计及近似信度估计.进而,将模型推广到多样本数据模型下,并讨论了近似信度估计的统计性质,比较了贝叶斯估计、线性贝叶斯估计及近似信度估计的均方误差.最后,给出了超参数的估计,得到了近似信度估计的经验贝叶斯估计,使该估计可直接运用于实际问题.
Abstract:
A Bayesian model of single sample data is established,and the Bayesian estimation,linear Bayesian estimation and approximate credibility estimation of skewness and kurtosis coefficient are given.Furthermore,the model is extended to multitude data model.In this model,the statistical properties of approximate credibility estimation are discussed,the mean square errors of Bayesian estimation,linear approximation and approximate credibility estimation are compared.Finally,the estimation of supper-parameters are given,thus the empirical Bayes estimation of approximate credibility estimation is derived,and it can be directly applied to practice.

参考文献/References:

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备注/Memo

备注/Memo:
收稿日期:2016-02-19基金项目:国家自然科学基金(71361015),教育部人文社会科学基金(15YJC910010)和江西师范大学研究生创新基金(2014010654)资助项目.作者简介:章 溢(1985-),女,江西南昌人,讲师,主要从事统计学与精算学方面的研究.
更新日期/Last Update: 1900-01-01