平方损失下的容许估计

Admissible Estimation under Squared Error Loss

在平方损失下讨论了一般分布族参数的容许估计问题，给出了一个估计量为待估参数的容许估计的充分条件．关于指数族分布的有关结果［１，３，５，６］，都可视为本文结论的特例．对于限制参数空间的情形也给出了相应的充分条件．

In this paper a sufficent condition of the admissibility for general distribution under squared error loss is given. Our results contain the well-known results of the exponential family, which can be found in [1, 3, 5, 6].Sufficient conditions for admissible estimation of parameters in truncated space is also given.