指数分布参数最佳仿射同变估计的可容许性

Admissibility of the Best Affine Invariant Estimations of Parameters in Exponential Distribution

摘要: 本文在截尾样本情况下,证明了双参数指数分布位置参数的最佳仿射同变估计是不容许的另外还得到了关于分位点最佳仿射同变估计的可容许性。

Abstract: In this paper, we will prove that the best affine invariant estimation of location parameter is inadmissible, and we will consider the admissibility of best affine invariant estimation of the quantiles in the truncated two-parameter exponential distribution under quadratic loss.