关键词: Bayes估计, 同变估计, 最小最大估计, 尺度参数, 可容许性, q对称熵损失函数

Abstract: The present paper presents the general form of the symmetric entropy loss function, (λ/δ)^q+(δ/λ)^q-2(q>0), which is called the q-symmetric entropy loss function, and deals with the Byaesian estimation, the minimum risk equivalent estimation and the minimax estimation for the scale parameter of the exponential istribution under the loss function, the conclusion is generalized. The admissbility and inadmissibility of estimator with the form of (cT+d)^-1 are discussed.

Key words: Bayesian estimation, equivalent estimation, minimax estimation, scale parameter, admissibility, q-symmetric entropy loss function