平方损失函数下P-范分布尺度参数的经验贝叶斯估计

Empirical bayes estimation of scale parameter for P-norm distribution under quadratic loss function

为了充分利用参数的先验信息,研究了一元P-范分布尺度参数的经验贝叶斯估计问题。利用先验选择的矩方法确定先验分布的超参数,在平方损失函数下获得了一元P-范分布尺度参数的经验贝叶斯估计,并进一步证明了其渐近最优性,同时讨论了估计的容许性。

In order to make full use of the prior information of the parameters,the parametric empirical Bayes estimation of scale parameter for one variable P-norm distribution is investigated.Moment method of choosing prior distribution is used to determine the parameter of prior distribution.Empirical Bayes estimation of scale parameter for one variable P-norm distribution under quadratic loss function and its asymptotically optimality and admissibility are given.