关键词: 同变置信区间, Linex损失, 容许性, 序限制, 改进置信区间

Abstract: The interval estimation of the normal mean with respect to asymmetric loss function was studied. In location transformation group, the best equivariant and admissible confidence interval is obtained, which is a generalization of the usual confidence interval. By use of the improved method of the parameter estimator, which is used in the estimation problem with the ordered unkonwn distribution parameters, the best equivariant confidence interval is improved and a class of improved confidence intervals are constructed.

Key words: equivariant confidence interval, Linex loss, admissible, order restriction, improved confidence interval