数学研究
數學研究
수학연구
JOURNAL OF MATHEMATICAL STUDY
2007年
3期
275-283
,共9页
PA样本%刻度指数族%E·B估计%收敛速度
PA樣本%刻度指數族%E·B估計%收斂速度
PA양본%각도지수족%E·B고계%수렴속도
PA samples%scale exponential family%E · B estimation%convergence rate
在同分布正相协(PA)样本下,对刻度指数族在加权平方损失下获得了刻度参数的Bayes估计.并构造了相应的经验Bayes(E·B)估计,证明了所提出的EB估计是渐近最优的并且获得了E·B估计的收敛速度.最后,给出一个满足主要结果的例子.
在同分佈正相協(PA)樣本下,對刻度指數族在加權平方損失下穫得瞭刻度參數的Bayes估計.併構造瞭相應的經驗Bayes(E·B)估計,證明瞭所提齣的EB估計是漸近最優的併且穫得瞭E·B估計的收斂速度.最後,給齣一箇滿足主要結果的例子.
재동분포정상협(PA)양본하,대각도지수족재가권평방손실하획득료각도삼수적Bayes고계.병구조료상응적경험Bayes(E·B)고계,증명료소제출적EB고계시점근최우적병차획득료E·B고계적수렴속도.최후,급출일개만족주요결과적례자.
The Bayes estimator of the parameter is obtained for the scale exponential family in the case of identically distributed and positively associated (PA) samples under weighted square loss function. We prove that the estimator is an asymptotically optimal E · B estimator.And the convergence rate of the proposed E · B estimator is obtained. Finally, an example has been given that satisfies the conditions of the main result.