E-Bayesian Approach in A Shrinkage Estimation of Parameter of Inverse Rayleigh Distribution under General Entropy Loss Function
Authors
Abstract:
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 is investigated using the guess value. Also, using Monte Carlo simulations and a real data set, the proposed shrinkage estimation is compared with the UMVU and $ E $-Bayesian estimators based on the relative efficiency criterion.
similar resources
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...
full textBayesian and E- Bayesian Method of Estimation of Parameter of Rayleigh Distribution- A Bayesian Approach under Linex Loss Function
In this paper, Bayesian and E – Bayesian method of estimation are proposed for estimating the parameter of Rayleigh distribution. The Bayes estimate of the parameter is derived under the assumption that the prior distribution is informative i.e. gamma prior using Linex loss function. Further, comparison between the E-Bayes estimators with the associated Bayes estimators have been carried out th...
full textEstimation of Lower Bounded Scale Parameter of Rescaled F-distribution under Entropy Loss Function
We consider the problem of estimating the scale parameter &beta of a rescaled F-distribution when &beta has a lower bounded constraint of the form &beta&gea, under the entropy loss function. An admissible minimax estimator of the scale parameter &beta, which is the pointwise limit of a sequence of Bayes estimators, is given. Also in the class of truncated linear estimators, the admissible estim...
full textbayesian 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...
full textEstimation 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 ...
full textESTIMATION 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
full textMy Resources
Journal title
volume 25 issue 1
pages 111- 121
publication date 2021-01
By following a journal you will be notified via email when a new issue of this journal is published.
No Keywords
Hosted on Doprax cloud platform doprax.com
copyright © 2015-2023