对数误差平方损失和熵损失函数下Topp-Leone分布参数的Minimax估计

Minimax Estimation of Parameter of Topp-Leone Distribution Under Squared Log Error and Entropy Loss Functions

本文在不同损失函数下研究Topp-Leone分布参数的Minimax估计问题。首先给出了参数的最大似然估计,然后在对数误差平方损失函数和熵损失函数下导出了参数的Bayes估计和经验Bayes估计,最后应用Lehmann定理得到了参数的Minimax估计。

We studied the minimax estimation of parameter of Topp-Leone distribution under different loss functions. Firstly,the maximum likelihood estimator is obtained. Then, the Bayesian estimators are derived under squared log error loss and entropy loss functions. Finally,the minimax estimators are obtained according to Lehmann theorem.