Communications for Statistical Applications and Methods

  • 제6권2호
  • /
  • Pages.501-510
  • /
  • 1999
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

A Comparative Study on Bayes Estimators for the Multivariate Normal Mcan

  • Kim, Dal-Ho (Dpartment of Statistics Kyungpook National University) ;
  • Lee, In suk (Department of Statistics, Kyungpook National University) ;
  • Kim, Hyun-Sook (Department of Statistics, Kyungpook National University)
  • 발행 : 1999.08.01
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초록

In this paper, we consider a comparable study on three Bayes procedures for the multivariate normal mean estimation problem. In specific we consider hierarchical Bayes empirical Bayes and robust Bayes estimators for the normal means. Then three procedures are compared in terms of the four comparison criteria(i.e. Average Relative Bias (ARB) Average Squared Relative Bias (ASRB) Average Absolute Bias(AAB) Average Squared Deviation (ASD) using the real data set.

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참고문헌

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