| 非对称损失下正态均值的区间估计 |
| |
| 引用本文： | 肖玉山,马秋红.非对称损失下正态均值的区间估计[J].吉林大学学报(理学版),2006,44(5):705-709. |
| |
| 作者姓名： | 肖玉山 马秋红 |
| |
| 作者单位： | 长春大学 理学院应用数学研究所, 长春 130022 |
| |
| 摘 要： | 考虑非对称损失下正态均值的区间估计, 在位置变换群下给出容许的最优同变置信区间, 其为通常置信区间的推广. 同时, 利用估计问题中对序限制下参数估计量的改进方法, 结合分布参数之间的序限制改进了所得的最优同变置信区间, 构造了一族改进置信区间.
|
| 关 键 词： | 同变置信区间 Linex损失 容许性 序限制 改进置信区间 |
| 文章编号： | 1671-5489(2006)05-0705-05 |
| 收稿时间： | 2005-11-21 |
| 修稿时间： | 2005年11月21 |
Interval Estimation of Normal Mean with Respect to Asymmetric Loss Function |
| |
| XIAO Yu-shan,MA Qiu-hong.Interval Estimation of Normal Mean with Respect to Asymmetric Loss Function[J].Journal of Jilin University: Sci Ed,2006,44(5):705-709. |
| |
| Authors: | XIAO Yu-shan MA Qiu-hong |
| |
| Institution: | Institute of Applied Mathematics, College of Science, Changchun University, Changchun 130022, China |
| |
| Abstract: | The interval estimation of the normal mean with respect to asymmetric loss function was studied.In location transformation group,the best equivariant and admissible confidence interval is obtained,which is a generalization of the usual confidence interval.By use of the improved method of the parameter estimator,which is used in the estimation problem with the ordered unkonwn distribution parameters,the best equivariant confidence interval is improved and a class of improved confidence intervals are constructed. |
| |
| Keywords: | equivariant confidence interval Linex loss admissible order restriction improved confidence interval |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
| 点击此处可从《吉林大学学报(理学版)》浏览原始摘要信息 |
| 点击此处可从《吉林大学学报(理学版)》下载免费的PDF全文 |
