Minimax Estimation of Powers of the Variance of a Normal Population Under Squared Error Loss
نویسندگان
چکیده
منابع مشابه
Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared Log Error Loss Function
The problem of estimating the parameter ?, when it is restricted to an interval of the form , in a class of discrete distributions, including Binomial Negative Binomial discrete Weibull and etc., is considered. We give necessary and sufficient conditions for which the Bayes estimator of with respect to a two points boundary supported prior is minimax under squared log error loss function....
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Extended Abstract. The study of truncated parameter space in general is of interest for the following reasons: 1.They often occur in practice. In many cases certain parameter values can be excluded from the parameter space. Nearly all problems in practice have a truncated parameter space and it is most impossible to argue in practice that a parameter is not bounded. In truncated parameter...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1974
ISSN: 0090-5364
DOI: 10.1214/aos/1176342625