摘要
从预测理论角度考虑了参数的经验贝叶斯估计问题。对正态总体下的估计问题进行了详细的讨论。证明了所给出的经验贝叶斯估计量是最优或条件最优无偏预测量。
This paper considers the empirical Bayes analysis from statistical prediction theory point of view.The consideration is devoted to the normal case.We proved that some empirical Bayes estimators are the best or the best conditional unbiased.
出处
《长春大学学报》
2002年第6期18-19,共2页
Journal of Changchun University
关键词
经验贝叶斯估计
无偏预测量
平方损失
empirical Bayes estimation
unbiased predictor
squared loss
best conditional unbiased predictor