p,q-对称熵损失函数下指数分布的参数估计

Estimation of Scale Parameter of Exponential Distributionunder p,q-Symmetric Entropy Loss Function

DU Yujing¹, SUN Xiaoxiang¹, YIN Jiangyan²

1. Department of Foundation, Jilin Agriculture Science and Technology College, Jilin 132101, Jilin Province, China;2. Department of Foundation, Jilin Technology College of Electronic Information, Jilin 132021, Jilin Province, China

Received:2006-11-08 Revised:1900-01-01 Online:2007-09-26 Published:2007-09-26
Contact: DU Yujing

Abstract

Abstract: By means of the parameter estimation, under the p,q-symmetric entropy loss function, the Bayesian estimation, the minimum risk equ ivalent estimation and the minimax estimation of the exponential distribution were presented. Futhermore, when 0≤c*, d>0; c=c^*, d>0, the estimator with the form of ［cT+d］^-1 is admissible; when c<0 or d<0; 0* and d=0; c>c^* and d>0, ［cT+d］^-1is inadmissible.

Key words: Bayes estimation, equivalent estimation, Minimax estimation, scale parameter, admissibility, p,q-symmetric entropy loss function

CLC Number:

O212.5

DU Yujing, SUN Xiaoxiang, YIN Jiangyan. Estimation of Scale Parameter of Exponential Distributionunder p,q-Symmetric Entropy Loss Function[J].J4, 2007, 45(05): 764-767.

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Estimation of Scale Parameter of Exponential Distributionunder p,q-Symmetric Entropy Loss Function

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