一类混合正态分布的均值估计

^Estimation of Mean for a Class Compound Normal Distribution

考虑一类混合正态分布的均值估计问题，在损失函数为Ｌ（δ，μ）＝（δ－μ）＇ｘ（δ－μ）下，给出了优于Ｊａｍｅｓ－Ｓｔｅｉｎ型估计的一类估计。

ln this paper, the estintation of mean for comapound normal disiribution is dis- cussed. A dass estimators dominating James-Stein estintators is obtained under the loss func- tion L(δ,μ)= (δ-μ)′(δ-μ).