PA样本下刻度指数族参数的渐近最优的经验Bayes估计

数学季刊 ›› 2010, Vol. 25 ›› Issue (3): 372-378.

PA样本下刻度指数族参数的渐近最优的经验Bayes估计

1. Department of Applied Mathematics and Physics, Anhui University of Technology and Science2. School of Sciences, Hefei University of Technology

收稿日期:2005-12-15 出版日期:2010-09-30 发布日期:2023-05-25
作者简介: FAN Guo-liang(1981- ), male, native of Huangshan, Anhui, Ph.D., engages in statistics and its applications; LING Neng-xiang(1964- ), male, native of Hefei, Anhui, a professor Hefei University of Technoloy, engages in probability and statistics.
基金资助:
Supported by the Anhui University of Technology and Science Foundation for the Recruiting Talent(2009YQ005)；

Asymptotically Optimal Empirical Bayes Estimation of Parameter for Scale-exponential Family under PA Samples

1. Department of Applied Mathematics and Physics, Anhui University of Technology and Science2. School of Sciences, Hefei University of Technology

Received:2005-12-15 Online:2010-09-30 Published:2023-05-25
About author: FAN Guo-liang(1981- ), male, native of Huangshan, Anhui, Ph.D., engages in statistics and its applications; LING Neng-xiang(1964- ), male, native of Hefei, Anhui, a professor Hefei University of Technoloy, engages in probability and statistics.
Supported by:
Supported by the Anhui University of Technology and Science Foundation for the Recruiting Talent(2009YQ005)；

摘要/Abstract

摘要： The Bayes estimator of the parameter is obtained for the scale exponential family in the case of identically distributed and positively associated(PA) samples under weighted square loss function. We construct the empirical Bayes(EB) estimator and prove it is asymptotic optimal.

关键词: PA samples, scale exponential family, E·B estimation, asymptotical optimality

Abstract: The Bayes estimator of the parameter is obtained for the scale exponential family in the case of identically distributed and positively associated(PA) samples under weighted square loss function. We construct the empirical Bayes(EB) estimator and prove it is asymptotic optimal.

Key words: PA samples, scale exponential family, E·B estimation, asymptotical optimality

中图分类号:

O212.8

范国良, 凌能祥, 徐红霞. PA样本下刻度指数族参数的渐近最优的经验Bayes估计[J]. 数学季刊, 2010, 25(3): 372-378.

FAN Guo-liang, LING Neng-xiang, XU Hong-xia. Asymptotically Optimal Empirical Bayes Estimation of Parameter for Scale-exponential Family under PA Samples[J]. Chinese Quarterly Journal of Mathematics, 2010, 25(3): 372-378.

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