损失函数估计的minimax性

Minimax Property of the Estimated Loss

本文讨论损失函数估计的优良性问题，给出了ｍｉｎｉｍａｘ估计的概念及其羊判别方法。我们的主要目的是讨论重要的正态分布和Ｂｅｒｎｏｕｌｌｉ两点分布参数的通常估计量之损失估计的ｍｉｎｉｍａｘ性。

This paper discusses the optimality of the estimated loss.We give the definition of minimax estimator and some properties. Our main object is to discuss minimaxproperties of estimated losses of usual estimators in the normal and two-pointdistributions.