摘要
本文研究刻度参数分布族1/σf(x/σ)中刻度参数在损失函数L(σ,δ)=(σ-δ)2/σδ下的最小风险同变估计及其最小最大性.
In this paper, we propose a symmetric loss function for scale parameter of form L（σ, d）=d/σ＋σ/d-2. This loss function can be viewed as a generalization of entropy loss and squared loss for scale σ. For scale family {1/σf（x/σ）,σ〉0}, we find the minimum risk equivariant estimator（MRE） of σ, whose form is similar to that of Pitman＇s estimator under squared loss, and it is also proved that the MRE is a minimax estimator.
出处
《系统科学与数学》
CSCD
北大核心
2005年第4期507-512,共6页
Journal of Systems Science and Mathematical Sciences
基金
国家自然科学基金(10271049)
