Acta Scientiarum Naturalium Universitatis Pekinensis

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Some Results on MLE of the Parameter of the Exponential Distribution from Randomly Censored Data

WANG Qihua   

  1. Department of Probability and Statistics, School of Mathematical Sciences, Beijing, 100871
  • Received:1999-06-29 Online:2000-09-20 Published:2000-09-20

随机删失下指数分布参数MLE的一些结果

王启华   

  1. 北京大学数学学院概率统计系,北京,100871

Abstract: Consider the exponential population... where θ>0 is an unknown parameter. In this paper the MLE of θ, say from randomly censored data is proved to be asymptomic minimax efficiency. That is, for a certain loss function w(.), and I(θ) is the information function of the censored observations. Furthermore, the iterative logarithm law and an inequality for the rth(r≥2) mean error of are also established, respectively.

Key words: asymptotic minimax efficiency, interative logarithm law, mean error

摘要: 考虑指数总体... 公式 其中,θ>0是未知数。本文证明基于随机删失观察的参数θ的参数MLE 是渐近minimax有效的,即对某损失函数W(.), 其中, I(θ)是删失观察的信息函数。此外,还建立了重对数律及 的r(≥2)阶均方误差不等式

关键词: 渐近minimax有效, 重对数律, 均方误差

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