动态分布参数Bayes估计中的验前建模及验前分布的适应性

动态参数Bayes估计中，参数验前信息的运用是一个关键问题。文中提出动态分布参数的线性回归建模策略，给出了验前分布的确定方法。为了获得较为稳健的验前分布，文中运用第二类最大似然(ML-Ⅱ)方法。文中论述的方法对于多维动态分布参数验前信息的分析及多层验前信息的分析具有普遍意义。

The Suitability Analysis of the Modernization of Dynamic Distribution Parameters and Prior Distribution Function in Bayes Estimation

The using of the prior information is the key problem in dynamic parameters Bayesian estimation.In this paper,the linear regression modeling method is studied,and the prior distribution of parameter is proposed.In order to obtain robust prior distribution,the method of maximum likelihood of the second kind is used.These methods can be generalized to the conditions of multivariate dynamic parameters and multi-hierarchical prior information.