Chinese Quarterly Journal of Mathematics ›› 2007, Vol. 22 ›› Issue (1): 1-6.

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Asymptotically Optimal and Admissible Empirical Bayes Estimation of Normal Parameter

  

  1. 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);

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

CLC Number: