On the Minimax Property of Best Equivariant Confidence Intervals for the Location and Scale Parameters
Received:September 25, 1981  
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Author NameAffiliation
Cheng Ping 中国科学院系统科学研究所
华中工学院 
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Abstract:
      Let X be a p-dimensional random vector having a density function σ-p((x-θ1)/σ),where p≥2, x∈Rp, θ∈R1, σ>0, 1= (1, …, 1)p×11. The minimax property of best equivariant confidence intervals for the location parameter θ and scale parameter σ are proved under followiny loss function
Citation:
DOI:10.3770/j.issn:1000-341X.1983.02.015
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