| 对称熵损失下两个指数总体均值的序约束估计 |
| |
| 引用本文： | 赵世舜,宋洋,宋立新.对称熵损失下两个指数总体均值的序约束估计[J].吉林大学学报(理学版),2007,45(1):44-48. |
| |
| 作者姓名： | 赵世舜 宋洋 宋立新 |
| |
| 作者单位： | 1. 吉林大学 数学研究所, 长春 130012; 2. 大连理工大学 应用数学系, 辽宁省 大连 116024 |
| |
| 摘 要： | 在对称熵损失下, 讨论了样本容量相等时, 两个指数总体均值λi(i=1,2)的约束极大似然估计i的险, 其中约束为λ1≤λ2. 证明了λ1与λ2具有比经典极大似然估计X1与X2
更小的风险, 并给出了当λ2/λ1→∞和n→∞时,λi对Xi(i=1,2)渐近功效e(λi,Xi)的值.
|
| 关 键 词： | 序约束 对称熵损失 功效 约束极大似然估计 |
| 文章编号： | 1671-5489(2007)01-0044-05 |
| 收稿时间： | 2006-03-06 |
| 修稿时间： | 2006年3月6日 |
Estimation of Order Means of Two Sample Distribution Exponential under Symmetric Entropy Loss |
| |
| ZHAO Shi-shun,SONG Yang,SONG Li-xin.Estimation of Order Means of Two Sample Distribution Exponential under Symmetric Entropy Loss[J].Journal of Jilin University: Sci Ed,2007,45(1):44-48. |
| |
| Authors: | ZHAO Shi-shun SONG Yang SONG Li-xin |
| |
| Institution: | 1. Institute of Mathematics, Jilin University, Changchun 130012, China;2. Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, Liaoning Province, China |
| |
| Abstract: | The present paper consider risk of the restricted maximum likelihood estimators (RMLE) of order means of two sample distribution exponential, λ1≤λ2, with the same sample size, under symmetric entropy loss. It proved that RMLE λi have smaller risk than usual sample means Xi(i=1,2). The asymptotic efficiencies e(λi,Xi) of RMLE λi with respect to sample means Xi for λ2/λ1→∞ and n→∞ have also been discussed. |
| |
| Keywords: | order restriction symmetric entropy loss efficiency restricted maximun likelihood estimator |
| 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 |
|
