正态分布参数的渐近最优与可容许的经验 Bayes估计

数学季刊 ›› 2007, Vol. 22 ›› Issue (1): 1-6.

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正态分布参数的渐近最优与可容许的经验 Bayes估计

1.Department of Mathematica,Shaoxing College of Arts and Science,Shaoxing 312000,China; 2.Department of Applied Mathematics,Northwestern Polytechnical University,Xi'an 710072,China)

收稿日期:2003-03-17 出版日期:2007-03-30 发布日期:2023-11-07
作者简介:LIU Huan-xiang(1976-),female,native of Zhengzhou,Henan,M.S.D.,engages in applied probability and statistics,reliability theory and application.
基金资助:
Supported by the Natural Science Foundation of China(70471057)； Supported by the Natural Science Foundation of Education Department of Shaanxi Province(03JK065)；

Asymptotically Optimal and Admissible Empirical Bayes Estimation of Normal Parameter

1.Department of Mathematica,Shaoxing College of Arts and Science,Shaoxing 312000,China; 2.Department of Applied Mathematics,Northwestern Polytechnical University,Xi'an 710072,China)

Received:2003-03-17 Online:2007-03-30 Published:2023-11-07
About author:LIU Huan-xiang(1976-),female,native of Zhengzhou,Henan,M.S.D.,engages in applied probability and statistics,reliability theory and application.
Supported by:
Supported by the Natural Science Foundation of China(70471057)； Supported by the Natural Science Foundation of Education Department of Shaanxi Province(03JK065)；

摘要/Abstract

摘要： Under square loss,this paper constructs the empirical Bayes(EB) estimation for the parameter of normal distribution which has both asymptotic optimality and admissibility. Moreover,the convergence rate of the EB estimation obtained is proved to be O(n-1).

关键词: empirical Bayes estimation, asymptotic optimality, admissibility

Abstract: Under square loss,this paper constructs the empirical Bayes(EB) estimation for the parameter of normal distribution which has both asymptotic optimality and admissibility. Moreover,the convergence rate of the EB estimation obtained is proved to be O(n-1).

Key words: empirical Bayes estimation, asymptotic optimality, admissibility

中图分类号:

O212.8

刘焕香, 师义民, 张素梅, 周丙常. 正态分布参数的渐近最优与可容许的经验 Bayes估计[J]. 数学季刊, 2007, 22(1): 1-6.

LIU Huan-xiang, SHI Yi-min, ZHANG Su-mei, ZHOU Bing-chang. Asymptotically Optimal and Admissible Empirical Bayes Estimation of Normal Parameter[J]. Chinese Quarterly Journal of Mathematics, 2007, 22(1): 1-6.

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[2]	师义民, 师小琳, 李科学. 截断型分布族参数经验Bayes检验的收敛速度[J]. 数学季刊, 2003, 18(3): 276-282.
[3]	艾明要, 刘敬敏. 多元随机回归系数和参数的非齐次线性估计的可容许性[J]. 数学季刊, 1997, 12(3): 63-70.

正态分布参数的渐近最优与可容许的经验 Bayes估计

Asymptotically Optimal and Admissible Empirical Bayes Estimation of Normal Parameter

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