A Study on LINEX Loss Function with Different Estimating Methods
نویسندگان
چکیده
منابع مشابه
Estimating a Bounded Normal Mean Under the LINEX Loss Function
Let X be a random variable from a normal distribution with unknown mean θ and known variance σ2. In many practical situations, θ is known in advance to lie in an interval, say [−m,m], for some m > 0. As the usual estimator of θ, i.e., X under the LINEX loss function is inadmissible, finding some competitors for X becomes worthwhile. The only study in the literature considered the problem of min...
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Let X be a random variable from a normal distribution with unknown mean θ and known variance σ2. In many practical situations, θ is known in advance to lie in an interval, say [−m,m], for some m > 0. As the usual estimator of θ, i.e., X under the LINEX loss function is inadmissible, finding some competitors for X becomes worthwhile. The only study in the literature considered the problem of min...
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ژورنال
عنوان ژورنال: Open Journal of Statistics
سال: 2020
ISSN: 2161-718X,2161-7198
DOI: 10.4236/ojs.2020.101004