Based on the study of Bayesian model average (BMA), this paper proposes to mix the prior distribution and sampling distribution to obtain the average method of the mixed sampling distribution Bayesian model overcoming the problem that traditional econometric modeling method does not explicitly consider the uncertainty of the model. If all the alternative models have the same parametric form, then the new Bayesian estimation will degenerate into the BMA estimator. The empirical results show that the method is better than Bayesian model average.