| 同时序约束下保序正态均值的均方损失 |
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| 引用本文： | 马艳萍,史宁中. 同时序约束下保序正态均值的均方损失[J]. 东北数学, 2002, 18(3): 245-253 |
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| 作者姓名： | 马艳萍 史宁中 |
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| 作者单位： | MA Yanping (Institute of Mathematics，Jilin University，Changchun，130012)SHI Ningzhong (Department of Mathematics，Northeast Normal University，Changchun，130024) |
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| 摘 要： | For two normal populations with unknown means μ and unknown variances σ2, assume that there are simple order restrictions among the means and variances: μ1 < μ2 and σ12 >σ22 > 0. This case is said to be simultaneous order restriction by Shi (Maximum likelihood estimation of means and variances from normal populations under simultaneous order restrictions, J. Multivariate Anal., 50(1994), 282-293.) and an iterative algorithm of computing the order restricted maximum likelihood estimates of μi and σi2 was given in that paper. This paper shows that the restricted maximum likelihood estimate of μi has smaller mean square loss than the usual estimate xi under some conditions.
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| 关 键 词： | 均方损失 同时序约束 保序正态均值 极大似然估计 保序回归 |
Quadratic Loss of Isotonic Normal Means under Simultaneous Order Restrictions |
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| MA Yanping. Quadratic Loss of Isotonic Normal Means under Simultaneous Order Restrictions[J]. Northeastern Mathematical Journal, 2002, 18(3): 245-253 |
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| Authors: | MA Yanping |
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| Abstract: | |
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| Keywords: | isotonic regression mean square loss restricted maximum likelihood estimate |
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