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