摘要
对位置参数函数和尺度参数函数的Г（λ，τ）－ｍｉｎｉｍａｘ估计，给出了Г（λ，τ）中两点先验是最不利先验的充分条件，证明了关于两点最不利先验的Ｂａｙｅｓ估计就是Г（λ，τ）－ｍｉｎｉｍａｘ估计。
In this paper (γ,τ)-minimax estimators for the functions of location parameter and scale parameter are considered. Sufficient conditions are derived which ensure that a two-point priori is least favourable in (γ,τ). It is shown that the Bayes estimator with respect to this priori is (γ,τ)-minimax.
关键词
位置参数
数据统计
极小极大估计
location parameter
scale parameter
squared error loss
gamma-minimax estimator
