摘要
Let X<sub>1</sub>,… X<sub>n</sub> be ⅰ. ⅰ. d. samples drawing from a general truncated familydP<sub>θ</sub>（x） =f（x; θ<sub>1</sub>, θ<sub>2</sub>）I（θ<sub>1</sub>≤x≤θ<sub>2</sub>）dx, -∞【θ<sub>1</sub>【θ<sub>2</sub>【∞, （1）where f is unknown density on [θ<sub>1</sub>, θ<sub>2</sub>]. In order to estimate linear function g（θ）= c<sub>1</sub>θ<sub>1</sub>+c<sub>2</sub>θ<sub>2</sub>,
基金
Project supported by the National Natural Science Foundation of China
