Weighted balanced loss function and estimation of the mean time to failure
Weighted balanced loss function and estimation of the mean time to failure
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DOI：
10.1080/03610929408831468
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发表时间：
1994
影响因子：
0.8
通讯作者：
J. Rodrigues;A. Zellner
中科院分区：
文献类型：
--
作者：
J. Rodrigues;A. Zellner
本文的目的是考虑估计的平均故障时间使用损失函数，反映了拟合和精度的估计。我们展示了如何使用Zellner（1994）中介绍的平衡损失函数（BLF）和本文介绍的加权平衡损失函数（WBLF）来实现这一点。相对于BLF和WBLF的最佳点估计是通常的贝叶斯和非贝叶斯估计之间的折衷。使用扩散和信息先验，后预期损失与替代估计进行评估和比较。
The purpose of this paper is to consider estimation of the mean time to failure using loss functions that reflect both of fit and precision of estimation. We show how this can be done using balanced loss functions (BLF) of the type introduced in Zellner (1994) and weighted balanced loss function (WBLF) introduced in this paper. Optimal point estimates relative to BLF and WBLF are shown to be a compromise between usual Bayesian and non-Bayesian estimates. Using diffuse and informative priors, posterior expected losses associated with alternative estimates are evaluated and compared.