Empirical Bayes Two Action Problem of the Mean of Normal Distribution

• 영문명: Empirical Bayes Two Action Problem of the Mean of Normal Distribution
• 발행기관: 강원대학교 기초과학연구소
• 저자명: Seung-Soo Lee
• 간행물 정보: 『기초과학연구』제7집, 41~49쪽, 전체 9쪽
• 주제분류: 자연과학 > 자연과학일반
• 파일형태: PDF
• 발행일자: 1996.11.01

영문 초록

This paper is concerned with the empirical Bayes problems of deciding whether the mean θ of normal distribution of known variance lies in a specified finite interval. We suggest the empirical Bayes rule with convergence rates to optimal rule. The procedure depends on the estimation of a marginal density and its derivatives using the characteristic function

목차

Abstract

1.Introduction

2.Empirical Bayes rule

3.Estimation problem of density and its derivatives fuction

4.Convergence Rates

References