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| 双边截断型分布族参数函数的渐近最优经验Bayes估计 | |
| 引用本文： | 张玲霞,师义民. 双边截断型分布族参数函数的渐近最优经验Bayes估计[J]. 数学的实践与认识, 2000, 30(3): 303-309 |
| 作者姓名： | 张玲霞 师义民 |
| 作者单位： | 1. 陕西省行政学院，西安 710068 2. 西北工业大学．西安 710072 |
| 摘 要： | 本文考虑一维双边截断型分布族参数函数在平方损失下的经验 Bayes估计问题 .给定θ,X的条件分布为f (x|θ) =ω(θ1,θ2 ) h(x) I[θ1,θ2 ] (x) dx其中θ =(θ1,θ2 )T(x) =(t1(x) ,t2 (x) ) =(min(x1,… ,xm) ,max(x1,… ,xm) )是充分统计量 ,其边缘密度为 f (t) ,本文通过 f (t)的核估计构造出θ的函数的经验 Bayes估计 ,并证明在一定的条件下是渐近最优的 (a.0 .) |
| 关 键 词： | 截断型分布族 经验Bayes估计 渐近最优 |
| 修稿时间： | 1999-02-05 |
Asymptotically Optimal Empirical Bayes Estimation for Parameter-functions Of Two-sided Truncation Distribution Families |
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| ZHANG Ling-xia,SHI Yi-min. Asymptotically Optimal Empirical Bayes Estimation for Parameter-functions Of Two-sided Truncation Distribution Families[J]. Mathematics in Practice and Theory, 2000, 30(3): 303-309 | |
| Authors: | ZHANG Ling-xia SHI Yi-min |
| Abstract: | Consider the two-sided truncation distribution families written in the form f(x｜θ)= ω ( θ1, θ2) h (x) I[θ1,θ2] (x), where θ= ( θ1, θ2 ) T (x) = (t1 (x), t2 (x)) = ( min (x1,…, xm ), max (x1,… ,xm)) is a sufficient statistic, its marginal density is denoted by f(t). In this paper, by estimating f(t), we construct the empirical Bayes estimation (EBE) for parameter-function Q(θ), and prove the EBE is an asymptotically optimal that of Q(θ). |
| Keywords: | truncation distribution family empirical Bayes estimation asymptotical optimality |
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