Levy分布参数估计的损失函数和风险函数的Bayes推断
Levy분포삼수고계적손실함수화풍험함수적Bayes추단
Bayes Inference for the Loss and Risk Function in Levy Distribution Parameter Estimation
  • 万方数据
    数学的实践与认识 수학적실천여인식
    MATHEMATICS IN PRACTICE AND THEORY
    2009年 20期 221-226 ,共6页

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    Levy分布%Bayes估计%保守估计%损失函数%风险函数 Levy分佈%Bayes估計%保守估計%損失函數%風險函數
    Levy분포%Bayes고계%보수고계%손실함수%풍험함수
    Levy distribution%Bayes estimation%conservative estimates%loss function%risk function
    给出了在共轭先验分布下,Levy分布参数估计的损失函数和风险函数的Bayes估计及其为保守估计的一般条件,说明了该条件的合理性,并用S&P500$close数据进行了实证分析支持我们的结论.
    급출료재공액선험분포하,Levy분포삼수고계적손실함수화풍험함수적Bayes고계급기위보수고계적일반조건,설명료해조건적합이성,병용S&P500$close수거진행료실증분석지지아문적결론.
    Under the conjugate prior distribution, Bayes estimates and conservative conditions of the loss and risk function of Levy distribution are given, and the rationality of the conditions is discussed in the paper. Then database S&P500 $ close is analyzed as an example to support our conclusion.
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