Several Distribution Parameters And Risk Functions, Bayesian Estimation

In this thesis. Bayesian and empirical Bayesian theory are used to estimate the scale parameter of the double exponential distribution and the loss function and risk function of the Weibull distribution. First, we obtain the empirical Bayesian estimator of the scale parameter for the double exponential distribution based on LINEX loss function and the convergence rate of the estimate. Second, we obtain the bayes estimators of the loss function and risk function based on the conjugate prior distribution for the Weibull distribution, also discuss the conservative property and the rationality of these bayes estimators.