Estimation of Lower Bounded Scale Parameter of Rescaled F-distribution under Entropy Loss Function
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Abstract:
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 estimators and the only minimax estimator of &beta are obtained.
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Journal title
volume 7 issue 1
pages 73- 87
publication date 2010-09
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