Ad-757 094 Sequential Estimation of the Largest Normal Mean When the Variance Is Known
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منابع مشابه
BAYES ESTIMATION USING A LINEX LOSS FUNCTION
This paper considers estimation of normal mean ? when the variance is unknown, using the LINEX loss function. The unique Bayes estimate of ? is obtained when the precision parameter has an Inverse Gaussian prior density
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Let X be a random variable from a normal distribution with unknown mean θ and known variance σ2. In many practical situations, θ is known in advance to lie in an interval, say [−m,m], for some m > 0. As the usual estimator of θ, i.e., X under the LINEX loss function is inadmissible, finding some competitors for X becomes worthwhile. The only study in the literature considered the problem of min...
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تاریخ انتشار 2015