Minimax Estimation of the Function of Parameters in Normal Distribution

被引：2
|
作者：
MENG Hong-ling
Luoyang College of Technology
Institute of Surveying and Mapping
机构：
来源：
数学季刊 | 2006年 / 02期
关键词：
normal distribution; logarithmic normal distribution; prior distribution; Bayesian estimation; minimax estimation;
D O I：
暂无
中图分类号：
O212 [数理统计];
学科分类号：
摘要：
The estimation of the functionθ=exp{αμ+bσ2} of parameters (μ,σ2) in normal distribution N(μ,σ2) is discussed. And when the prior distributions ofμandσ2 are independent, under the loss function L(θ,δ)=(θ-1×δ-1)2, the Bayesian estimation and the existence and computing method on minimax estimation are deeply discussed.
引用
收藏
页码：242 / 245
页数：4
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