Gamma-admissibility of generalized Bayes estimators under LINEX loss function in a non-regular family of distributions
نویسندگان
چکیده
منابع مشابه
BAYES ESTIMATION USING A LINEX LOSS FUNCTION
This paper considers estimation of normal mean ? when the variance is unknown, using the LINEX loss function. The unique Bayes estimate of ? is obtained when the precision parameter has an Inverse Gaussian prior density
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‎Consider an estimation problem in a one-parameter non-regular distribution when both endpoints of the support depend on a single parameter‎. ‎In this paper‎, ‎we give sufficient conditions for a generalized Bayes estimator of a parametric function to be admissible‎. ‎Some examples are given‎. ‎
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consider an estimation problem in a one-parameter non-regular distribution when both endpoints of the support depend on a single parameter. in this paper, we give sufficient conditions for a generalized bayes estimator of a parametric function to be admissible. some examples are given.
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Based on progressively Type-II censored samples, the empirical estimators of reliability performances for Burr XII distribution are researched under LINEX error loss. Firstly, we obtain the Bayes estimators of the reliability performances. Secondly, different from the predecessor, the empirical Bayes estimators of the reliability performances are derived where hyper-parameter is estimated using...
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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: Hacettepe Journal of Mathematics and Statistics
سال: 2014
ISSN: 1303-5010
DOI: 10.15672/hjms.2014347545