ESTIMATING THE NONCENTRALITY PARAMETER OF A t-DISTRIBUTION  

作　　者：Andrew L.Rukhin 

机构地区：[1]University of Maryland,Baltimore County Campus,USA

出　　处：《Systems Science and Mathematical Sciences》1992年第1期1-8,共8页

基　　金：Research Supported by NSF Grant DMS-8803259

摘　　要：Inadmissibility of a traditional class of noncentrality parameter esti-mators under quadratic loss is established.The result is heuristically motivatedby the form of generalized Bayes estimators and is proved via unbiased estimatorsof the risk function and a solution to an integro-differential inequality.Inadmissibility of a traditional class of noncentrality parameter esti-mators under quadratic loss is established.The result is heuristically motivatedby the form of generalized Bayes estimators and is proved via unbiased estimatorsof the risk function and a solution to an integro-differential inequality.

关 键 词：Point estimation NORMAL parameters noncentral T-DISTRIBUTION QUADRATIC ADMISSIBILITY generalized BAYES ESTIMATORS Ricatti differential equation 

分 类 号：N94[自然科学总论—系统科学]