Performance of Preliminary Test Estimator Under Linex Loss Function
نویسندگان
چکیده
منابع مشابه
Performance of Preliminary Test Estimator under Linex Loss Function
ABSTRACT This paper studies the performance of the unrestricted estimator (UE) and preliminary test estimator (PTE) of the slope parameter of simple linear regression model under linex loss function. The risk functions of both the UE and PTE are derived. The moment generating function (MGF) of the PTE is derived which turns out to be a component of the risk function. From the MGF the first two ...
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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: Communications in Statistics - Theory and Methods
سال: 2009
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610920802192471