In this paper,the sequential estimation of the parameter of normal distribution is studied.At first,the Bayes double sampling sequential estimation method is constructed.And then,as the requirment for testing analysis,the recursive algorithm of the estimator of distribution parameter is given.Thus,it can easily be realized in engineering applications.
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张金槐.正态总体下分布参数的Bayes序贯估计[J].国防科技大学学报,2002,24(2):95-100. ZHANG Jinhuai. Bayes Sequential Estimation of the Parameter for Normal Sample[J]. Journal of National University of Defense Technology,2002,24(2):95-100.