Admissible Estimators of ?r in the Gamma Distribution with Truncated Parameter Space
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Abstract:
In this paper, we consider admissible estimation of the parameter ?r in the gamma distribution with truncated parameter space under entropy loss function. We obtain the classes of admissible estimators. The result can be applied to estimation of parameters in the normal, lognormal, pareto, generalized gamma, generalized Laplace and other distributions.
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admissible estimators of ?r in the gamma distribution with truncated parameter space
in this paper, we consider admissible estimation of the parameter ?r in the gamma distribution with truncated parameter space under entropy loss function. we obtain the classes of admissible estimators. the result can be applied to estimation of parameters in the normal, lognormal, pareto, generalized gamma, generalized laplace and other distributions.
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Journal title
volume 16 issue 3
pages -
publication date 2005-09-01
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