變異數估計式在Pitman法則底下之研究

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題名:	變異數估計式在Pitman法則底下之研究
其他題名:	A Study of the Variance Estimators under Pitman Nearness Criterion
作者:	林志娟
貢獻者:	淡江大學統計學系
關鍵詞:	變異數估計;Pitman法則;損失函數;風險函數;Variance estimation;Pitman Nearness criterion;Loss function;risk function
日期:	2001
上傳時間:	2014-09-04 14:28:41 (UTC+8)
摘要:	For estimating a normal variance under squared error loss function it is well known that the best affine (location and scale) equivariant estimator, which is better than the maximum likelihood estimator as well as the unbiased estimator, is also inadmissible. The improved estimators, e.g., Stein type, Brown type and Brewster-Zidek type, are all scale equivariant but not location invariant. Lately a good amount of research has been done to compare the improved estimators in terms of risk, but very little attention had been paid to compare these estimators in terms of Pitman nearness criterion. In this paper we have undertaken a comprehensive study to compare various variance estimators in terms of Pitman nearness criterion, which has long been over due, and have made some interesting observations in the process.
顯示於類別:	[統計學系暨研究所] 研究報告

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