In this paper we consider the problem of estimation of a continuous distribution function under the LINEX loss function. The best invariant estimator is obtained and proved to be minimax for any sample size n ≥ 1.
基金This research is supported by National Natural Science Foundation of China （No. 10571070）.
文摘In this paper we consider the problem of estimation of a continuous distribution function under the LINEX loss function. The best invariant estimator is obtained and proved to be minimax for any sample size n ≥ 1.
