关于经验分布的最优选择问题

本文运用统计决策知识探索了经验分布的最优选择问题. 作者借鉴风险函数的思想, 在平方损失的意义下引进平均平方距离标准, 并推导出该标准下最优新经验分布函数. 继而采用另一源于Minimax思想的最大一次距离标准, 在连续总体下对五种经验分布函数加以模拟比较分析, 得出新经验分布函数仍一致占优.

A Note on Optimal Empirical Distribution

To deal with optimal selection for empirical distribution, we propose ``mean square distance' by introducing square loss function, and derive a ``new' empirical distribution function, which is shown to be optimal. For comparisons of five empirical distribution functions, we adopt another measure in the sense of``Minimax', and simulation is used to illustrate the domination of the ``new' empirical distribution function in continuous population.