摘要
本文进一步讨论多参数指数族中给定可估函数的 UMVUE 的方差计算问题.设定义于(X,B_X)上的 r.v.X 的分布为 P_θ,θ∈Θ.P_θ受某σ-有限测度μ(x)所控,称{P_θ,θ∈Θ)为自然指数族。
In this paper,we point out that,for the multiparametric exponential family,any(i,j)-clement of the inverse matrix I_n^(-1) of Bhattacharyyà information matrix with order n has a finitelimit when n→∞.Thus the inverse Bh-matrix is introduced,and it can be given in advance.By using the inverse Bh-matrix it is convenient to calculate the variance of the UMVUE ofsome estimable function.As an example,we give the expression of all elements of the inverseBh-matrix for normal distributions with unknown mean and variance.
出处
《应用数学学报》
CSCD
北大核心
1989年第2期205-212,共8页
Acta Mathematicae Applicatae Sinica
基金
中国科学院科学基金资助的课题
