Minimax Estimation of the Function of Parameters in Normal Distribution
被引量：2
Minimax Estimation of the Function of Parameters in Normal Distribution
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.
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