一、二阶矩和二阶中心矩同时估计的可容许性

ADMISSIBILITY OF SIMULTANEOUS ESTIMATORS FOR FIRST MOMENT, SECOND MOMENT AND SECOND CENTRAL MOMENT

  • Abstract: Consider the model Y=(Y1, …, Yn)’=1.β+ε=(β,…,β)’+ (ε1,…,εn)’, where 1=(1, …, 1’), ε1,…., εn are independent, Eεi)=0, Eεi2)=σ2, Eεi3)=0, Eεi4)=34, i=1, …, n, -∞<β<∞, 0<σ2<∞. The necessary and sufficient conditions that (Y’A1Y, Y’A2Y) and (I’Y, Y’A1Y, Y’A2Y) are admissible for (σ222) and (βσ2, σ22) within the olass Y’A1Y, Y’A2Y: A1, A2≥0 and I’Y, Y’A1Y, Y’A2Y:IRn, A1, A2≥0 axe given respeetively. In comparision with the meshed used in other papers, our method is a bit simpler to comfirm or diseonfirm the admissibility of a linear estimator among linear estimators or a quadratio estimator among quadratio estimators.

     

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