正态分布方差在限制参数空间中的极小极大估计

MINIMAX ESTIMATION OF THE VARIANCE OF A NORMAL DISTRIBUTION WHEN PARAMETER SPACE IS RESTRICTED

  • 摘要: 本文给出了当期望已知,而方差限制在某一闭区同时正态分布的方差的极小极大估计.

     

    Abstract: It is shown that if the variance of a normal distribution is to be estimated when the mean is known and the variance is resitricted to a small interval,then the Bayes estimator with respect to a two point prior under squared error loss is unique and the minimax estimator.

     

/

返回文章
返回