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.

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...

Weibull distribution is widely employed in modeling and analyzing lifetime data. The present paper considers the estimation of the scale parameter of two parameter Weibull distribution with known shape. Maximum likelihood estimation is discussed. Bayes estimator is obtained using Jeffreys’ prior under linex loss function. Relative efficiency of the estimators are calculated in small and large s...

At rst glance, there would appear to be no relationship between Bell's (1988) concept of one-switch utility functions and that of a stronger measure of risk aversion due to Ross (1981). We show however that speci c assumptions about the behavior of the stronger measure of risk aversion also give rise to the linex utility function which belongs to the class of one-switch utility functions. In pa...

In this paper, we derived a sub-model of Zubair-G familiy distribution named Zubair-Exponential with two parameters. Simulation the Estimates parameters based on some classical methods are obtained. The likelihood equations and maximum estimator as well asymptotic confidence interval derived. Bayes estimates associated greatest posterior density credible using squared error Loss (SEL), Linear-E...

In this paper, by considering an $$M|M|1|\infty$$ queueing model, Bayes estimators of traffic intensity and system performance measures are discussed under (i) squared error loss function (SELF) (ii) entropy (ELF) (iii) LINEX with Beta prior. Further, minimum posterior risk associated obtained SELF. The the model compared Uniformly Minimum Variance Unbiased Estimators (UMVUEs) through simulation.

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 ...