非对称损失下的统计决策理论在经济中的应用

An application in economics of statistical decision theory with respect to asymmetric loss

在统计决策理论的框架内研究了随机变量的预测问题。在非对称Linex损失下,对具体的经济问题,给出了最优位置同变和最优位置尺度同变预测量。

In frame of the statistical decision theory,the prediction problem of random variable is studied.Under the asymmetric loss,the best location equivariant and best location-scale equivariant predictors are given for solving the practical economic problem.