MINIMAX INVARIANT ESTIMATOR OF CONTINUOUS DISTRIBUTION FUNCTION UNDER LINEX LOSS
MINIMAX INVARIANT ESTIMATOR OF CONTINUOUS DISTRIBUTION FUNCTION UNDER LINEX LOSS
摘要
在这份报纸,我们在 LINEX 损失功能下面考虑 continuousdistribution 功能的评价的问题。最好的不变的评估者被获得,是为任何样品尺寸 n ≥的得最高分的战略的 andproved 1。
In this paper we consider the problem of estimation of a continuous distribution function under the LINEX loss function. The best invariant estimator is obtained and proved to be minimax for any sample size n ≥ 1.
基金
This research is supported by National Natural Science Foundation of China (No. 10571070).
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