The loss can be expressed asunder this loss, we considers the problem of optimal estimator of continuous distribution function F.
The loss can be expressed asunder this loss, we considers the problem of optimal estimator of continuous distribution function F.
为此,在这里我们引入并改造参数估计中常用的非对称的线性指数损失函数并在此非对称损失下考虑了连续分布函数F的不变估计问题,在单调变换群下,我们得到了F的最优不变估计,并证明了它是Minimax的。