On-line auction provides convenience, as well as causes the frequent occurrence of many deceits, the passage mainly provides the concealed conditions for the seller’s shill bidding behavior based on the anonymity of on-line auction, it discusses the bidder’s optimal decision quotation when the shill bidding behavior happens or nor in the affiliated value pattern. To establish the bidder and seller’s incomplete information dynamic game model when occurring the shill bidding and analyze the probability of shill bidding can provide the reference for bidder’s quotation. To consider the time, reserved price (price accepted by the seller) and the current highest auction price which affect the shill bidding and match the relevant nonhomogeneous poisson process and exponent distribution can provide the reference for bidders to judge if the shill bidding behavior occurs by sellers.