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序限制下最优位置同变预测区间的改进

单国栋1, 马秋红1, 李凤翔2   

  1. 1. 长春大学 理学院, 长春 130022; 2. 吉林大学 数学研究所, 长春 130012
  • 收稿日期:2007-06-28 修回日期:1900-01-01 出版日期:2008-05-26 发布日期:2008-05-26
  • 通讯作者: 李凤翔

Improvement on the Best Location Equivariant PredictionInterval under the Ordered Parameters

SHAN Guodong1, MA Qiuhong1, LI Fengxiang2   

  1. 1. College of Science, Changchun University, Changchun 130022, China;2. Institute of Mathematics, Jilin University, Changchun 130012, China
  • Received:2007-06-28 Revised:1900-01-01 Online:2008-05-26 Published:2008-05-26
  • Contact: LI Fengxiang

摘要: 考虑序限制下随机变量的统计预测问题. 利用密度函数中未知参数间的序限制及可得到的所有样本观测值, 改进了位置分布族下常见的同变预测区间, 给出一族改进的预测区间, 并举例进行了说明.

关键词: 同变预测区间, 位置分布族, 序限制

Abstract: his paper considers a statiscal prediction problem of random variable under the ordered parameters. An improvement on the best equivariant prediction interval is considered for the location family. An exampleis given.

Key words: equivariant prediction interval, location family, order restriction

中图分类号: 

  • O212.8