Acta mathematica scientia,Series A ›› 2019, Vol. 39 ›› Issue (3): 664-673.

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E-Bayesian Estimation and Its E-MSE of Poisson Distribution Parameter Under Different Loss Functions

Ming Han()   

  1. School of Science, Ningbo University of Technology, Zhejiang Ningbo 315211
  • Received:2018-02-01 Online:2019-06-26 Published:2019-06-27
  • Supported by:
    the Natural Science Foundation of Zhejiang Province(LY18A010026)


In order to measure the error of E-Bayesian estimation, this paper the definition of E-MSE(expected mean square error) is introduced based on the definition of E-Bayesian estimation. For parameter of Poisson distribution, under different loss functions (including:squared error loss, K-loss and weighted squared error loss), the formulas of E-Bayesian estimation and formulas of E-MSE are given respectively. Monte Carlo simulations are performed to compare the performances of the proposed methods of estimation and a real data set have been analysed for illustrative purposes, results are compared on the basis of E-MSE, the results show that the proposed method is feasible and convenient for application.

Key words: Poisson distribution, E-Bayesian estimation, E-MSE, Loss function, Monte Carlo method

CLC Number: 

  • O213.2