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多元统计中期望向量的非齐次线性容许估计
The Nonhomogeous Linear Admissible Estimates of Meanvector in Multiariate Statistics
【摘要】 设y1,y2…,yn独立同分布,EY1=β,CovY1=V,这里βεRm与V:mxm>0均未知,取损失函数为:L(d,β)=(d-β)′(d-β),估计类ζ={sum from i=1 to nLζYi+b;Lζ为m阶实常方阵;i=1,2,…n,bεRm},本文在损失L下给出了非齐次线估计在ζ中是β的容许估计的充要条件。
【Abstract】 Suppose Y1,Y2,...Yn ,i.i.d,EY,=β,CovY1 = V,where both BeRm and V: xm>0 are unkown, LetL(d,β) = (d-β)’(d-β)and L is an mxm real matrix ,i=1,2...,n; beRm .In this paper,We give the necessary and sufficient Conditions that a nonhomogeous linearestimator of β is admissible among under L.
【关键词】 多元统计;
期望向量;
非齐次线性估计;
容许性;
【Key words】 Multiariate Statistics Meanvector Nonhomogeous Linear estimates admissibility.;
【Key words】 Multiariate Statistics Meanvector Nonhomogeous Linear estimates admissibility.;
- 【文献出处】 郴州师范高等专科学校学报 ,Journal of Chenzhou Teachers College , 编辑部邮箱 ,1999年03期
- 【分类号】O212.4
- 【下载频次】16