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Admissible Estimation of the Sum of Weighted Squared Error Loss of Usual Estimator m the Poisson Case

ZOU  Guohua

(the Basic Course Department)

Abstract:  In this paper, we consider the problem or estimating lossfunction. We obtain generalized Bayes estimators or the suin of weighted squared error loss of usual estimator in the Poisson case and give a sufficient condition that they arc admissi­blc estimators. We also discuss inadmissibility ofan unbiased estimator of the sum of weighted squared error loss.

Key wrods: estimation or loss function; Poisson distribution; the sum or weighted squared error loss; generalized Bayes estimator; admissible estimator


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