變異數估計式在Pitman法則底下之研究
學年 89
學期 1
出版（發表）日期 2001-01-01
作品名稱 變異數估計式在Pitman法則底下之研究
作品名稱（其他語言） A Study of the Variance Estimators under Pitman Nearness Criterion
著者 林志娟
單位 淡江大學統計學系
描述 計畫編號：NSC89-2118-M163-001 研究期間：200008~200107 研究經費：229,000
委託單位 行政院國家科學委員會
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.
關鍵字 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
語言 zh_TW
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