日期精度：到日 2 篇 · 到月 2 篇 · 到年 0 篇
估计正态均值的渐近负遗憾序贯程序
A sequential procedure for estimating the mean of a normal distribution is proposed. The procedure is shown to have a negative regret at the origin and the same regret as the usual procedure at the other point asymptotically.
位置尺度族中最佳不变预测量与最佳无偏预测量的关系
In this paper a necessary and sufficient condition for a predictor to be the best invariant predictor in location and scale families is given. Using this condition, it is shown that the best invariant predictor is expressed by a linear combination of the best unbiased predictor and the best unbiased estimator of the scale parameter.
基于有序观测的指数平均寿命不变序贯估计
This paper derives the best invariant sequential estimate of exponential mean life for the situation where observations become available sequentially. If a cost function proportional to the observed time and relative squared error loss are adopted, it turns out that the best invariant rule is a fixed sample size rule.
基于有序观测的指数平均寿命不变序贯估计
This paper derives the best invariant sequential estimate of exponential mean life for the situation where observations become available sequentially. If a cost function proportional to the observed time and relative squared error loss are adopted, it turns out that the best invariant rule is a fixed sample size rule.