节点文献
参数序限制下最优同变预测区间的改进
The improvement of the best equivariant prediction interval under the ordered parameters
【摘要】 考虑了位置分布族与尺度分布族中,当未知参数含有序限制时,对未知随机变量的预测区间的问题。利用序限制下最优同变估计量的改进方法,在一定条件下,构造一族改进后的同变预测区间,从而解决了对未知随机变量同变预测区间的改进问题。
【Abstract】 This paper considers the improvement of the best equivariant prediction interval under ordered unknown distribution parame-ters in the location or scale family.It constructs a class of improved prediction intervals under some conditions so that the problems of the unknown random variable have been solved by using the method of improving the best equivariant prediction.
【关键词】 序限制;
同变预测区间;
位置分布族;
尺度分布族;
TP2(total positivity of order 2);
IERD(integrated expression of risk difference)方法;
【Key words】 order restriction; equivariant prediction interval; location family; sale family; TP2(total positivity of order 2); method of IERD(integrated expression of risk difference);
【Key words】 order restriction; equivariant prediction interval; location family; sale family; TP2(total positivity of order 2); method of IERD(integrated expression of risk difference);
- 【文献出处】 长春大学学报 ,Journal of Changchun University , 编辑部邮箱 ,2010年08期
- 【分类号】O211.67
- 【被引频次】2
- 【下载频次】46