抄録
In this paper, we investigate the efficiency of a Bayesian estimator of a normal mean when it is subject to an inequality constraint. There exist many studies which treat the problem of an inequality constraint by utilizing the sampling theoretic approach. However, the problem has not yet been examined by utilizing the Bayesian approach. The purpose of this paper is to introduce a Bayesian estimator of a normal mean subject to an inequality constraint and derive its sampling theoretic risk function. Also, a comparison of the risk performance of Bayesian and sampling theoretic estimators is carried out.
