Pitman准则下指数分布尺度参数的估计

ESTIMATION OF SCALE PARAMETER OF AN EXPONENTIAL DISTRIBUTION UNDER PITMAN CLOSENESS CRITERION

本文在Pitman准则下讨论了指数分布的参数估计问题,证明了尺度参数的最接近仿射同变估计是PC—不容许的,并给出了优于它的估计。

The problem of estimating parameters of an exponential distribution is discussed in the Pitman closeness criterion. We prove that the closest af fine equivariant estimator of scale parameter is PC-inadmissible and give the estimator which is closer than it.