位置分布族下最优同变预测区间的改进

An improvement on the best equivariant prediction interval under location family

在统计决策理论框架内考虑了位置分布族下的区间预测问题。利用估计问题中对无序限制下参数估计量的改进方法,结合未知分布参数之间的序限制,对通常的位置最优同变预测区间进行了改进,构造了一族改进预测区间。

The interval prediction problem from decision theoretic point of view is considered.By combining the improving method of the parameters estimator,which is used in the estimation theory,with the order restriction of the unknown distribution parameters,we provide method for improving on the location equivariant prediction interval and a class of improved prediction interval.