| 正态分布参数的渐近最优与可容许的经验Bayes估计 |
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| 引用本文： | 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. |
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| 作者姓名： | 刘焕香 师义民 张素梅 周丙常 |
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| 作者单位： | 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 |
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| 基金项目： | 国家自然科学基金;陕西省教育厅资助项目 |
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| 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)).
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| 关 键 词： | 正态参数 经验贝叶斯估计 渐进优化 容许性 |
| 文章编号： | 1002-0462(2007)01-0001-06 |
| 修稿时间： | 2004年3月17日 |
Asymptotically Optimal and Admissible Empirical Bayes Estimation of Normal Parameter |
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| 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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| Authors: | LIU Huan-xiang SHI Yi-min ZHANG Su-mei ZHOU Bing-chang |
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| 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)). |
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| Keywords: | empirical Bayes estimation asymptotic optimality admissibility |
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