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On estimating uniform distribution via linear Bayes method |
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| Authors: | Lichun Wang Haocheng Wang |
| Institution: | Department of Mathematics, Beijing Jiaotong University, Beijing, China |
| Abstract: | A linear Bayes procedure is suggested to simultaneously estimate the parameters of the uniform distribution U(θ1, θ2). The proposed linear Bayes estimator is simple and easy to use and its superiorities are established. |
| Keywords: | Linear Bayes method MCMC method Mean squared error matrix (MSEM) criterion Quadratic loss |