Scale Parameter Estimation of the Laplace Model Using Different Asymmetric Loss Functions
نویسندگان
چکیده
منابع مشابه
Bayesian Estimation of Shift Point in Shape Parameter of Inverse Gaussian Distribution Under Different Loss Functions
In this paper, a Bayesian approach is proposed for shift point detection in an inverse Gaussian distribution. In this study, the mean parameter of inverse Gaussian distribution is assumed to be constant and shift points in shape parameter is considered. First the posterior distribution of shape parameter is obtained. Then the Bayes estimators are derived under a class of priors and using variou...
متن کاملMinimax Estimation of the Scale Parameter in a Family of Transformed Chi-Square Distributions under Asymmetric Squared Log Error and MLINEX Loss Functions
This paper is concerned with the problem of finding the minimax estimators of the scale parameter ? in a family of transformed chi-square distributions, under asymmetric squared log error (SLE) and modified linear exponential (MLINEX) loss functions, using the Lehmann Theorem [2]. Also we show that the results of Podder et al. [4] for Pareto distribution are a special case of our results for th...
متن کاملEstimation of Scale Parameter Under a Bounded Loss Function
The quadratic loss function has been used by decision-theoretic statisticians and economists for many years. In this paper the estimation of scale parameter under a bounded loss function, which is adequate for assessing quality and quality improvement, is considered with restriction to the principles of invariance and risk unbiasedness. An implicit form of minimum risk scale equivariant ...
متن کاملESTIMATION OF SCALE PARAMETER UNDER A REFLECTED GAMMA LOSS FUNCTION
In this paper, the estimation of a scale parameter t under a new and bounded loss function, based on a reflection of the gamma density function, is discussed. The best scale-invariant estimator of tis obtained and the admissibility of all linear functions of the sufficient statistic, for estimating t in the absence of a nuisance parameter, is investigated
متن کاملthe use of appropriate madm model for ranking the vendors of mci equipments using fuzzy approach
abstract nowadays, the science of decision making has been paid to more attention due to the complexity of the problems of suppliers selection. as known, one of the efficient tools in economic and human resources development is the extension of communication networks in developing countries. so, the proper selection of suppliers of tc equipments is of concern very much. in this study, a ...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Statistics and Probability
سال: 2012
ISSN: 1927-7040,1927-7032
DOI: 10.5539/ijsp.v1n1p105