Minimax confidence bound of the normal mean under an asymmetric loss function

被引：10

作者：

Xiao, YS ^{[1
]}

Takada, Y

Shi, NZ

机构：

[1] Changchun Univ, Coll Appl Sci, Changchun 130022, Peoples R China

[2] Jilin Univ, Inst Math Sci, Changchun 130012, Peoples R China

[3] Kumamoto Univ, Dept Comp Sci, Kumamoto 8608555, Japan

[4] NE Normal Univ, Dept Math, Changchun 130024, Peoples R China

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 2005年 / 57卷 / 01期

关键词：

confidence bound; LINEX loss function; normal mean; Bayes risk; minimaxity; admissibility;

D O I：

10.1007/BF02506886

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper considers a minimax confidence bound of the normal mean under an asymmetric loss function. A minimax confidence bound is obtained for the case that the variance is known or unknown. The admissibility of the minimax confidence bound is also considered for the case of known variance.

引用

页码：167 / 182

页数：16

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