Most of estimation methods reported in the literature are based on simple random sampling (SRS), which to certain extent is considerably less effective in estimating the parameters as compared to a new sampling technique, ranked set sampling (RSS) and its modifications. In this Paper we address the problem of Bayesian estimation of the parameters for Weibull distribution, based on ranked set sa...

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...

In this paper, we use the Linex loss function to derive the Bayesian estimate of the parameter of the exponential distribution based on ranked set sampling (RSS). Under this setup, we use both conjugate and Jeffreys prior distributions. To assess the efficiency of the obtained estimates, we compute the bias and mean squared error of the derived estimates and compare them with those based on the...

Let X be a random variable from a normal distribution with unknown mean θ and known variance σ2. In many practical situations, θ is known in advance to lie in an interval, say [−m,m], for some m > 0. As the usual estimator of θ, i.e., X under the LINEX loss function is inadmissible, finding some competitors for X becomes worthwhile. The only study in the literature considered the problem of min...

ABSTRACT This paper studies the performance of the unrestricted estimator (UE) and preliminary test estimator (PTE) of the slope parameter of simple linear regression model under linex loss function. The risk functions of both the UE and PTE are derived. The moment generating function (MGF) of the PTE is derived which turns out to be a component of the risk function. From the MGF the first two ...

a r t i c l e i n f o Whether central banks place the same weights on positive and negative deviations of inflation and of the output gap from their respective targets is an interesting question regarding monetary policy. The literature has sought to address this issue using a specific asymmetric function, the so-called Linex loss function. However, is the Linex an actually asymmetric specifica...

In this paper, using empirical Bayes (EB) approach, we construct Bayes estimator and empirical Bayes estimator for the subordinate function of parameter of the Pareto distribution families under the condition that the present sample and the past samples are randomly censored from the right by another variable with an unknown distribution, and discusses Bayes estimate and experience Bayes estima...

In this paper, the generalized Bayes estimator of mean vector parameter for multivariate normal distribution with Unknown and covariance matrix is considered. This estimation performed under balanced-LINEX error loss function. The by using wavelet transformation investigated. We also prove admissibility minimaxity shrinkage we present simulation study real data set test validity new estimator.