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DU Yujing, SUN Xiaoxiang
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Abstract: By means of the parameter estimation, we give the Bayesian estimation, the minimum risk equivalent estimation and the minimax estimation of scale parameter σ under the qsymmetric entropy loss function in the normal distribution, its mean of which is 0. Furthermore, when 0≤c*, d>0; c=c*, d≥0, the estimator with the form of [cT+d]1/2 is admissible; when 0*, d=0; c>c*, d>0, [cT+d]1/2 is inadmissible.
Key words: qsymmetric entropy loss function, equivalent estimation, Bayesian estimation, minimax estimation, admissibillity, scale parameter
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DU Yujing, SUN Xiaoxiang. Estimation of Scale Parameter of Normal Distributionunder qSymmetric Entropy Loss Function[J].J4, 2007, 45(01): 39-43.
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http://xuebao.jlu.edu.cn/lxb/EN/Y2007/V45/I01/39
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