What question did this study set out to answer?

The study aims to provide a closed-form minimaxity result for a new class of Bayesian estimators for normal variance.

April 19, 2026

Minimax Simple Bayes Estimators of a Normal Variance

Key Points

The study aims to provide a closed-form minimaxity result for a new class of Bayesian estimators for normal variance.
Revisits previous findings on Bayes estimators
Establishes closed-form results for minimaxity
Analyzes properties under entropy loss
Confirms minimaxity for the generalized Bayes estimators
Presents simple forms for estimating normal variance

Abstract

ABSTRACT This paper is a follow‐up to an earlier study, which identified a new class of generalized Bayes estimators with a particularly simple form for estimating a normal variance under entropy loss. Although the previous work established the Bayesianity of these estimators, it did not provide a closed‐form result for their minimaxity. In this paper, we revisit the problem and establish a definitive closed‐form minimaxity result for this class of simple Bayes estimators.

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Cite This Study

Yuzo Maruyama (Thu,) studied this question.

synapsesocial.com/papers/69e473bd010ef96374d8f8e7 https://doi.org/https://doi.org/10.1002/sta4.70155

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