DocumentCode
919290
Title
Constrained minimax estimate of a normal mean (Corresp.)
Author
Shulman, David A.
Volume
19
Issue
2
fYear
1973
fDate
3/1/1973 12:00:00 AM
Firstpage
239
Lastpage
239
Abstract
For Bayes estimation of a normal mean, if prior mean and prior covariance are known, a minimax estimate is obtainable by assuming the prior distribution to be normal. The minimax is constrained by the given prior mean and covariance.
Keywords
Bayes procedures; Minimax estimation; Pattern recognition; Bismuth; Distributed computing; Equations; Error analysis; Minimax techniques; Probability; Signal detection; Statistical analysis; Statistical distributions; Upper bound;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1973.1054989
Filename
1054989
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