Robust Bayesian estimation in a normal model with asymmetric loss function

Bayesian Estimation for the Pareto Income Distribution under Asymmetric LINEX Loss Function

The use of the Pareto distribution as a model for various socio-economic phenomena dates back to the late nineteenth century. In this paper, after some necessary preliminary results we deal with Bayes estimation of some of the parameters of interest under an asymmetric LINEX loss function, using suitable choice of priors when the scale parameter is known and unknown. Results of a Monte C...

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

Estimation of the Multivariate Normal Mean under the Extended Reflected Normal Loss Function

E-Bayesian Approach in A Shrinkage Estimation of Parameter of Inverse Rayleigh Distribution under General Entropy Loss Function

‎Whenever approximate and initial information about the unknown parameter of a distribution is available, the shrinkage estimation method can be used to estimate it. In this paper, first the $ E $-Bayesian estimation of the parameter of inverse Rayleigh distribution under the general entropy loss function is obtained. Then, the shrinkage estimate of the inverse Rayleigh distribution parameter i...

Estimation of Scale Parameter in a Subfamily of Exponential Family with Weighted Balanced Loss Function

Suppose x1,x2, x3, ..., xn is a random sample of size n  from a distribution with pdf...[To continue please click here]