Pitman准则的若干新发展  

Some Recent Developments in Pitman's Measure

作　　者：王松桂[1] 贾忠贞[1] 

机构地区：[1]北京工业大学,北京100022

出　　处：《应用概率统计》1996年第4期429-438,共10页Chinese Journal of Applied Probability and Statistics

基　　金：国家自然科学基金;北京市自然科学基金资助项目

摘　　要：Pitman准则是比较两个估计优劣的一种标准。本文综述了在这一方向上近年来若干方面的新结果,这包括正态总体参数估计和一般线性估计在Pitman准则下的比较,协方差改进估计的Pitman优良性,以及Bayes观点下的Pitman准则。The paper presents a survey of some recent developments in Pitman's measures of closeness. The titles of each section are in turn: the definition and some general results;parameter estimation of normal population; linear estimators under Pitman's measure of closeness; Pitman optimality of covariance-adjusted estimator and Pitman's measure of closeness from the Bayesian point of view.

关 键 词：PITMAN准则 协方差改进估计 STEIN估计 参数估计 

分 类 号：O212.1[理学—概率论与数理统计]