Estimation of Scale Parameter Under a Bounded Loss Function
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Abstract:
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 estimator and Bayes estimators are obtained. Fisher’s problem of the Nile as an example is included.
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Journal title
volume 27 issue 2
pages 169- 173
publication date 2016-04-01
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