摘要
讨论样本容量相等时 ,在锥序约束 a1λ1≤λ2 ≤a2 λ1条件下 ,两个指数总体均值 λi( i=1 ,2 )的估计量 .证明约束极大似然估计 λi 具有比经典极大似然估计 Xi 更小的均方误差 ,并且讨论 λi 对 Xi的功效 e( λi,Xi) ,i=1 ,2 .
The present paper deals with the estimation of the means of two sample exponential distributions, with the same sample size, under cone restriction a 1λ 1≤λ 2≤a 2λ 1, with a 1,a 2>0. It is proved that the restricted maximum likelihood estimators (RMLE) have less mean square errors than the usual sample means, and the efficiency of the RMLE with respect to sample means is discussed.
出处
《吉林大学自然科学学报》
CAS
CSCD
北大核心
2001年第3期1-6,共6页
Acta Scientiarum Naturalium Universitatis Jilinensis
基金
吉林大学创新基金 (批准号 :2 0 0 0 B0 3)
关键词
锥序约束
均方误差
功效
约束极大似然估计
样本均值
cone restriction
mean square error
efficiency
restricted maximum likelihood estimation
sample mean
