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...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.展开更多
文摘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.
