有界线性指数损失函数下样本容量的确定  

Use Linex Loss and Blinex Loss Function for Sample Size Determination

作　　者：文平[1] Wen Ping(School of Mathematical Sciences and Chemical Engineering, Changzhou Institute of Technology,Changzhou Jiangsu 213022, China)

机构地区：[1]常州工学院数理与化工学院

出　　处：《统计与决策》2019年第14期10-13,共4页Statistics & Decision

基　　金：国家自然科学基金资助项目(71261024)

摘　　要：文章研究线性指数损失函数和有界线性指数损失函数下的样本容量问题。在线性指数损失函数和正态分布假设下,给出了最优样本容量的解析解。对于有界线性指数损失函数,则给出了得到最优样本容量的算法,并且以正态分布与泊松分布为例求出了最优样本容量。由于有界线性指数函数在现实中的广泛应用,本文所给出的算法具有一定的应用价值。This paper deals with the sample size problem under the linex loss function and blinex loss function. Firstly the paper gives the analytic solution of optimal sample size under the assumption of the linex loss function and the normal distribution.And for the blinex loss function, the paper gives an algorithm of obtaining the optimal sample size, and then takes the normal distribution and the Poisson distribution as an example to obtain the optimal sample size. Due to the wide application of blinex function in reality, the algorithm proposed in the paper has a certain application value.

关 键 词：样本容量 损失函数 贝叶斯决策理论 

分 类 号：O212[理学—概率论与数理统计]