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 princip...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Tehran
2016-04-01
|
| Series: | Journal of Sciences, Islamic Republic of Iran |
| Subjects: | |
| Online Access: | https://jsciences.ut.ac.ir/article_57004_098efcfea12d14d2c1c50f822f764e4e.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | 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 estimator and Bayes estimators are obtained. Fisher’s problem of the Nile as an example is included. |
|---|---|
| ISSN: | 1016-1104 2345-6914 |