在统计决策理论框架内考虑了位置和尺度分布族下随机变量的区间预测问题.利用估计问题中对无序限制下参数估计量的改进方法,结合未知分布参数之间的序限制,对通常的位置和尺度同变预测区间进行了改进.在一定条件下,构造了一族改进预测区间,从而解决了常用同变预测区间的改进问题.
Interval prediction problem from decision theoretic point of view is eonsidered. By combining the improving method of the parameters estimator,which is used in the estimation problem,with the order restriction of the unknown distribution parameters, it is provide to method for improving on the location and scale equivariant prediction interval and a class of improved prediction intervals are given under some conditions.