As a powerful tool, Bayesian estimation method presented an important role in theory. The equation displayed by the Bayesian estimation method also has some advantages from other criteria. Sum to up, Bayesian estimation method submitted a criteria for that whether the deciding functions is good or bad.This paper started with the general form of one-parameter exponential family function, and considered the Bayesian Estimation under the entropy loss function by mathematical calculations. According to the general form of the one-parameter exponential family, necessary condition can be found be up to the mustard. Examples also proposed to prove the correction of the Bayesian estimation of the parameter.
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