Estimation of One Parameter Exponential Family Under A Precautionary Loss Function Based on Record Values

Автор: Jinping li, Haiping Ren

Журнал: International Journal of Engineering and Manufacturing(IJEM) @ijem

Статья в выпуске: 3 vol.2, 2012 года.

Бесплатный доступ

In this paper, we consider one-parameter exponential family and obtain the Bayes and. empirical Bayes estimators of the unknown parameter based on record values under a precaution asymmetry entropy loss function. The admissibility and inadmissibility of a class of inverse linear estimators of are studied based on upper records.

Admissibility, Bayes and empirical Bayes estimators, record values, asymmetry loss function

Короткий адрес: https://sciup.org/15014315

IDR: 15014315

Список литературы Estimation of One Parameter Exponential Family Under A Precautionary Loss Function Based on Record Values

  • H. Chandler, K. N. The distribution and frequency of record values. Journal of the Royal Statistical Society. Series B, Vol.14, pp.220-228,1952
  • Arnold, B. C., Balakrishnan, N., Nagaraja, H. N.Records. New York: John Wiley & Sons,1998
  • Jaheen, Z. F. Empirical Bayes analysis of record statistics based on LINEX and quadratic loss functions. Computers and Mathematics with Applications, Vol.47, pp.947-954,2004
  • Jaheen Z F .A Bayesian analysis of record statistics from the Gompertz model. Appl Math Comput., Vol.145,pp.307–320,2003
  • Ahmadi J,Doostparast M. Bayesian estimation and prediction for some life distributions based on record Values. Stat Pap. Vol.47,pp.373–392,2006
  • A. Asgharzadeh.On Bayesian estimation from exponential distribution based on records.The Korean Statistical Society,Vol.38,no.2,pp.125-130,2009
  • Ren H.P, Xiao X.Y. Estimation of one parameter exponential family based on records,Proceeding of the 2010 International Conference on Application of Mathematics and Physics, Vol 2,242-247,2010
Статья научная