伽玛分布参数的最短区间估计与最佳双边检验

摘要

证明了伽玛分布参数的最短区间估计与最佳双边检验是存在且唯一的,同时给出了最短区间估计与最佳双边检验需满足的条件;并与传统的区间估计和双边检验进行了比较,得出在小样本情况下讨论参数的最短区间估计和最佳双边检验是必要的。%Based on the interval estimation and the two-sided hypothesis of parameter of Gamma distribution,the existence and uniqueness of the shortest interval estimation and the optimal two-sided test are proved.At the same time,the necessary conditions are derived.Then the shortest interval estimation and the best two-sided test are compared with the conventional ones.So,it is necessary to research the shortest interval estimation and the optimal two-sided test of parameters for small samples.