ESTIMATION OF SCALE PARAMETER UNDER A REFLECTED GAMMA LOSS FUNCTION

Estimation 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 ...

Estimation 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...

Estimation of Scale Parameter in a Subfamily of Exponential Family with Weighted Balanced Loss Function

Suppose x1,x2, x3, ..., xn is a random sample of size n  from a distribution with pdf...[To continue please click here]

Estimation of the Multivariate Normal Mean under the Extended Reflected Normal Loss Function

E-Bayesian Approach in A Shrinkage Estimation of Parameter of Inverse Rayleigh Distribution under General Entropy Loss Function

‎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 i...

Bayesian Estimation of the Exponenti- Ated Gamma Parameter and Reliability Function under Asymmetric Loss Func- Tion

• In this paper, we propose Bayes estimators of the parameter of the exponentiated gamma distribution and associated reliability function under General Entropy loss function for a censored sample. The proposed estimators have been compared with the corresponding Bayes estimators obtained under squared error loss function and maximum likelihood estimators through their simulated risks (average l...