限制参数空间上位置-尺寸分布族的参数区间估计

Interval Estimator of Parametar of Position-Scale Distributions in Limitation Parametar Space

利用同变估计法给出了在限制参数空间上位置-尺度分布族参数的条件分布,进而在给定置信水平1-α的条件下求出了参数的区间估计,利用此方法讨论了两个常见实例[1]并与Fiducial方法[2]的计算结果进行比照,结果表明该方法是可行的并且更有操作性.

In this paper, we use invariant estimation method to work out the conditional distribution of parameter of positionscale distribution which is in the limitation parameter space, and furthermore work out interval estimation of parameter under the given confidence level. Using this method, we has discussed two common cases and compared with conclusion by Fiducial inference. The result indicates that this method is feasible and operational.