Minimax Estimation of the Scale Parameter in a Family of Transformed Chi-Square Distributions under Asymmetric Squared Log Error and MLINEX Loss Functions

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This paper is concerned with the problem of finding the minimax estimators of the scale parameter ? in a family of transformed chi-square distributions, under asymmetric squared log error (SLE) and modified linear exponential (MLINEX) loss functions, using the Lehmann Theorem [2]. Also we show that the results of Podder et al. [4] for Pareto distribution are a special case of our results for this family of distributions.

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Journal title

volume 17  issue 3

pages  -

publication date 2006-09-01

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