Acta Scientiarum Naturalium Universitatis Pekinensis

    Next Articles

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



  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

CLC Number: