p,q-对称熵损失函数下指数分布的参数估计

Estimation of Scale Parameter of Exponential Distribution under p,q-Symmetric Entropy Loss Function

用参数估计方法,研究指数分布的刻度参数在p,q-对称熵损失函数下的最小风险同变估计(MRE)、Bayes估计和M inimax估计,并讨论了具有[cT+d]-1形式的估计量当0≤c<c*,d>0;c=c*,d>0时是可容许的,当c<0或d<0;0<c≠c*且d=0;c>c*且d>0时是不可容许的.

By means of the parameter estimation, under the p,q-symmetric entropy loss function, the Bayesian estimation, the minimum risk equivalent estimation and the minimax estimation of the exponential distribution were presented. Futhermore, when 0≤c 〈c^＊, d 〉0; c =c^＊, d 〉0, the estimator with the form of [cT＋d]^-1 is admissible; when c〈0 or d〈0; 0 〈c≠c^＊ and d=O; c〉c^＊ and d〉0, [cT＋d]^-1 is inadmissible.