位置参数受约束时指数分布在定数截尾样本下的参数估计  

Estimation of Parameters of an Exponential Distribuion When the Location Parameter Space Is Restricted and the Sample Size Is Retained When Censored on the Right

作　　者：顾娟[1] 林举干[1] 

机构地区：[1]华东师范大学,上海200062

出　　处：《应用概率统计》1997年第4期426-434,共9页Chinese Journal of Applied Probability and Statistics

基　　金：国家自然科学基金

摘　　要：本文考虑指数分布在定数截尾样本情况下位置多数有上界约束时，位置多数和尺度参数的估计．分别给出了有约束位置参数和尺度参数的最佳仿射同变估计在均方误基原则下的改进估计，同时研究了在Pitman准则下这些估计的比较，观察到了与均方误差原则不一致，甚至矛盾的结论．最后应用到位置参数有顺序的两个截尾指数分布，同样获得类同结果．In this paper, we consider the problem of estimating location and scale parameter of an exponential distribution when location parameter space is restricted and the sample size is retained when censored on the right. We propose better estimators than the best affine estimators of location and scale parameters in unrestricated case with respect to the mean square error criterion. These estimators are also compared with respect to Pitman Nearness criterion and some paradoxical results are obtained. The theory developed is applied to the problem of estimating the location and scale parameters of two exponential distribution with the sample size is retained when censored on the right and with the prior imformation of location parameter are ordered

关 键 词：指数分布 位置参数 参数估计 定数截尾样本 

分 类 号：O212.1[理学—概率论与数理统计]