| NS Condition of Admissibility for the Linear Estimator of Normal Mean with Unknown Variance |
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| 作者姓名： | Xing Zhong XU Qi Guang WU |
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| 作者单位： | [1]Beijing Institute of Technology, Beijing 100081, P. R. China [2]Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100080, P. R. China |
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| 基金项目： | This work is supported by The NNSF of China with Nos. 10071090 and 10271013 |
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| 摘 要： | Suppose Y - N（β, σ^2 In）, where β ∈ R^n and σ^2 〉 0 are unknown. We study the admissibility of linear estimators of mean vector under a quadratic loss function. A necessary and sufficient condition of the admissible linear estimator is given.
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| 关 键 词： | 多变量常态分布 线性估计 可容许性 二次函数 |
| 收稿时间： | 2002-12-04 |
| 修稿时间： | 2002-12-042003-04-02 |
NS Condition of Admissibility for the Linear Estimator
of Normal Mean with Unknown Variance |
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| Xing Zhong XU Qi Guang WU.NS Condition of Admissibility for the Linear Estimator of Normal Mean with Unknown Variance[J].Acta Mathematica Sinica,2005,21(5):1083-1086. |
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| Authors: | Xing Zhong Xu Qi Guang Wu |
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| Institution: | (1) Beijing Institute of Technology, Beijing 100081, P. R. China;(2) Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100080, P. R. China |
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| Abstract: | Suppose Y ∼ N(β, σ2
I
n), where β ∈ R
n and σ2 > 0 are unknown. We study the
admissibility of linear estimators of mean vector under a quadratic loss function. A necessary and
suffcient condition of the admissible linear estimator is given.
This work is supported by The NNSF of China with Nos. 10071090 and 10271013 |
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| Keywords: | Multivariate normal distribution Mean vector Linear estimator Admissibility |
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