Estimating a Quantile of an Exponential Distribution
指数分布分位数的估计
We consider the problem of estimating a quantile ξ + bσ of an exponential distribution on the basis of a random sample of size n ≥ 2. Here ξ and σ are unknown location and scale parameters and b is a given constant. For quadratic loss, it is established that the best equivariant estimator is inadmissible if 0 ≤ b < n-1 or b > 1 + n 1. For b > 1 + n 1 the estimator elsewhere, provides a noticeable improvement over δ0.