非对称损失下的点预测问题

Point prediction problem under asymmetric loss function

从统计判决理论角度考虑了非对称Linex损失下的点预测问题。定义了Linex无偏预测量并讨论了与之相关的一些结论。利用十分统计量给出了最优Linex无偏预测量。

A point prediction problem under asymmetric Linex loss function is considered from the point of slatistical decision theory. A definition of Linex unbiased predictor is given and some results about it are discussed. Using adequate statistics we obtain the best Linex unbiased predictor.