| 参数序限制下最优同变预测区间的改进 |
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| 引用本文： | 刘燕,肖玉山.参数序限制下最优同变预测区间的改进[J].长春大学学报,2010(8):14-17. |
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| 作者姓名： | 刘燕 肖玉山 |
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| 作者单位： | 吉林农业大学发展学院基础部;长春大学教务处; |
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| 摘 要： | 考虑了位置分布族与尺度分布族中,当未知参数含有序限制时,对未知随机变量的预测区间的问题。利用序限制下最优同变估计量的改进方法,在一定条件下,构造一族改进后的同变预测区间,从而解决了对未知随机变量同变预测区间的改进问题。
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| 关 键 词： | 序限制 同变预测区间 位置分布族 尺度分布族 TP2（total positivity of order 2） IERD（integrated expression of risk difference）方法 |
The improvement of the best equivariant prediction interval under the ordered parameters |
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| LIU Yan,XIAO Yu-shan.The improvement of the best equivariant prediction interval under the ordered parameters[J].Journal of Changchun University,2010(8):14-17. |
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| Authors: | LIU Yan XIAO Yu-shan |
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| Institution: | LIU Yan1,XIAO Yu-shan2(1.Department of Fundamental Courses,Development College of Jilin Agricultural University,Changchun 130600,China,2.Academic Affairs Office,Changchun University,Changchun 130022,China) |
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| Abstract: | This paper considers the improvement of the best equivariant prediction interval under ordered unknown distribution parame-ters in the location or scale family.It constructs a class of improved prediction intervals under some conditions so that the problems of the unknown random variable have been solved by using the method of improving the best equivariant prediction. |
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| Keywords: | order restriction equivariant prediction interval location family sale family TP2(total positivity of order 2) method of IERD(integrated expression of risk difference) |
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