正態(tài)模型刻度參數(shù)的經(jīng)驗貝葉斯估計(1)(留存版)
【正文】 The theoretical Bayes evaluation was indicated by using X marginal distribute density function and its first order derivative . Using the past sample value (x1 x2….xn) and present value x , bined with kernel estimation method to construct relevant function to replace the function in Bayes evaluation , the parameter by empirical Bayes was obtained . It was proved that the proposed estimator was an asymptotical optimal EB estimator. Key words: general normal mode parameter empirical Bayes kernel estimation asymptotical optimality 一、問題的提出 Bayes統(tǒng)計推斷原則：對參數(shù)所作任何推斷必須基于且只能基于的后驗分布，即后驗密度函數(shù)族，它依賴于的先驗分布，而先驗分布往往很難確定，1955年R0bbins提出了經(jīng)驗貝葉斯（EB）方法．自這種方法提出以來，EB估
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