| 正态分布下任意秩有限总体中的Minimax预测 |
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| 引用本文： | 徐礼文,王松桂.正态分布下任意秩有限总体中的Minimax预测[J].数学年刊A辑(中文版),2006(3). |
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| 作者姓名： | 徐礼文 王松桂 |
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| 作者单位： | 北京工业大学应用数理学院，北京工业大学应用数理学院 北京 100022，北京 100022 |
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| 基金项目： | 国家自然科学基金(No．10271010)，北京市自然科学基金(No．1032001)资助的项目 |
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| 摘 要： | 对于任意秩有限总体,在二次损失下,有关文献已给出了线性可预测变量在齐次线性预测类中的唯一线性Minimax预测．本文在正态假设下,证明了这个线性Minimax预测也是线性可预测变量在一切预测类中的唯一Minimax预测．
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| 关 键 词： | 正态分布 有限总体 线性可预测变量 Minimax预测 |
The Minimax Predictor in the Finite Populations with Arbitrary Rank in Normal Distribution |
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| XU Liwen WANG Songgui College of Applied Sciences,Beijing University of Technology,Beijing ,China..The Minimax Predictor in the Finite Populations with Arbitrary Rank in Normal Distribution[J].Chinese Annals of Mathematics,2006(3). |
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| Authors: | XU Liwen WANG Songgui College of Applied Sciences Beijing University of Technology Beijing China |
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| Affiliation: | XU Liwen~* WANG Songgui~* *College of Applied Sciences,Beijing University of Technology,Beijing 100022,China. |
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| Abstract: | For finite populations with arbitrary rank,under quadratic loss function,the unique linear minimax predictor of linear predictable variable was obtained in the class of homogeneous linear predictors in the literature.In this paper,the authors prove that under normal distributions the linear minimax predictor is also the unique minimax predictor of the linear predictable variable in the class of all predictors. |
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| Keywords: | Normal distribution Finite populations Linear predictable variable Minimax predictor |
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