在熵损失函数下定数截尾情形的参数估计──指数分布情形

Estimation of Exponential Distribution Parameter under Entropy Loss Function Based on Type Ⅱ Censoring

摘要: 本文研究了在熵损失函数下，定数截尾时指数分布的参数估计，得出在熵损失函数下的最小风险同变（MRE）估计的精确形式．证明了cT（X）+d）^-1形式的一类估计的可容许性和不可容许性．

Abstract: Based on the first r order statisticsX_（1）,...,X_（r）, we consider the estimation of exponential distribtion parameter under entropy loss function. We prove that the minimum risk equivariant is \left\fracT(X)r-1\right^-1, also, the admissibility and inadmissibility of （cT（X）+d）^-1 are studied.