正态分布参数函数的最小最大估计

数学季刊 ›› 2006, Vol. 21 ›› Issue (2): 242-245.

正态分布参数函数的最小最大估计

MinimDepartment of Mathematics, Zhongzhou Teacher's College, Zhengzhou 450044, China;Luoyang College of Technology, Luoyang 471000, China; Institute of Surveying and Mapping, Information Engineering University, Zhengzhou 450052, China

收稿日期:2005-12-15 出版日期:2006-06-30 发布日期:2023-12-07
作者简介: MENG Hong-ling(1964-),female,native of Jiaozuo,Henan,M.S.D.,engages in probability statistics.

Minimax Estimation of the Function of Parameters in Normal Distribution

MinimDepartment of Mathematics, Zhongzhou Teacher's College, Zhengzhou 450044, China;Luoyang College of Technology, Luoyang 471000, China; Institute of Surveying and Mapping, Information Engineering University, Zhengzhou 450052, China

Received:2005-12-15 Online:2006-06-30 Published:2023-12-07
About author: MENG Hong-ling(1964-),female,native of Jiaozuo,Henan,M.S.D.,engages in probability statistics.

摘要/Abstract

摘要： The estimation of the functionθ=exp{αμ+bσ²} of parameters (μ,σ²) in normal distribution N(μ,σ²) is discussed. And when the prior distributions of μ and σ² are independent, under the loss function L(θ,δ)=(θ^-1×δ-1)², the Bayesian estimation and the existence and computing method on minimax estimation are deeply discussed.

关键词: normal , distribution;logarithmic , normal , distribution;prior , distribution, Bayesian estimation;minimax estimation

Abstract: The estimation of the functionθ=exp{αμ+bσ²} of parameters (μ,σ²) in normal distribution N(μ,σ²) is discussed. And when the prior distributions of μ and σ² are independent, under the loss function L(θ,δ)=(θ^-1×δ-1)², the Bayesian estimation and the existence and computing method on minimax estimation are deeply discussed.

Key words: normal , distribution;logarithmic , normal , distribution;prior , distribution, Bayesian estimation;minimax estimation

中图分类号:

孟红玲, 亢金轩, 张开广. 正态分布参数函数的最小最大估计[J]. 数学季刊, 2006, 21(2): 242-245.

MENG Hong-ling, KANG Jin-xuan, ZHANG Kai-guang . Minimax Estimation of the Function of Parameters in Normal Distribution[J]. Chinese Quarterly Journal of Mathematics, 2006, 21(2): 242-245.

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