Estimation of Quantiles of Exponential Distributions with Minimum Error in Predicted Distribution Functions
以预测分布函数误差最小化估计指数分布分位数
We consider the problem of estimating the quantiles of a one-parameter exponential distribution. Using the estimated quantiles to predict the distribution function, and attempting to minimize mean square errors for these predicted probabilities rather than the quantiles themselves, we are led to estimators differing from the natural ones obtained by appropriate scaling of the estimated mean of the distribution. The form of these estimators is studied for complete and…