CHEN Lanxiang. MINIMAX ESTIMATION OF THE VARIANCE OF A NORMAL DISTRIBUTION WHEN PARAMETER SPACE IS RESTRICTED[J]. Chinese Journal of Applied Probability and Statistics, 1992, 8(3): 242-246.
Citation:
CHEN Lanxiang. MINIMAX ESTIMATION OF THE VARIANCE OF A NORMAL DISTRIBUTION WHEN PARAMETER SPACE IS RESTRICTED[J]. Chinese Journal of Applied Probability and Statistics, 1992, 8(3): 242-246.
CHEN Lanxiang. MINIMAX ESTIMATION OF THE VARIANCE OF A NORMAL DISTRIBUTION WHEN PARAMETER SPACE IS RESTRICTED[J]. Chinese Journal of Applied Probability and Statistics, 1992, 8(3): 242-246.
Citation:
CHEN Lanxiang. MINIMAX ESTIMATION OF THE VARIANCE OF A NORMAL DISTRIBUTION WHEN PARAMETER SPACE IS RESTRICTED[J]. Chinese Journal of Applied Probability and Statistics, 1992, 8(3): 242-246.
MINIMAX ESTIMATION OF THE VARIANCE OF A NORMAL DISTRIBUTION WHEN PARAMETER SPACE IS RESTRICTED
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.
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