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...
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| Format: | Article |
| Language: | English |
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University of Tehran
2016-04-01
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| Series: | Journal of Sciences, Islamic Republic of Iran |
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| Online Access: | https://jsciences.ut.ac.ir/article_57004_098efcfea12d14d2c1c50f822f764e4e.pdf |
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| author | N. Sanjari Farsipour |
| author_facet | N. Sanjari Farsipour |
| author_sort | N. Sanjari Farsipour |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-e079bfa07f8e422ca0b4457d1c79aba8 |
| institution | OA Journals |
| issn | 1016-1104 2345-6914 |
| language | English |
| publishDate | 2016-04-01 |
| publisher | University of Tehran |
| record_format | Article |
| series | Journal of Sciences, Islamic Republic of Iran |
| spelling | doaj-art-e079bfa07f8e422ca0b4457d1c79aba82025-08-20T01:53:00ZengUniversity of TehranJournal of Sciences, Islamic Republic of Iran1016-11042345-69142016-04-0127216917357004Estimation of Scale Parameter Under a Bounded Loss FunctionN. Sanjari Farsipour0Department of Statistics, Faculty of Mathematical Sciences, Alzahra University, Tehran, Islamic Republic of IranThe 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.https://jsciences.ut.ac.ir/article_57004_098efcfea12d14d2c1c50f822f764e4e.pdfbest invariant estimatorbayes estimatorscale parameterbounded loss functionfisher’s problem of the nile |
| spellingShingle | N. Sanjari Farsipour Estimation of Scale Parameter Under a Bounded Loss Function Journal of Sciences, Islamic Republic of Iran best invariant estimator bayes estimator scale parameter bounded loss function fisher’s problem of the nile |
| title | Estimation of Scale Parameter Under a Bounded Loss Function |
| title_full | Estimation of Scale Parameter Under a Bounded Loss Function |
| title_fullStr | Estimation of Scale Parameter Under a Bounded Loss Function |
| title_full_unstemmed | Estimation of Scale Parameter Under a Bounded Loss Function |
| title_short | Estimation of Scale Parameter Under a Bounded Loss Function |
| title_sort | estimation of scale parameter under a bounded loss function |
| topic | best invariant estimator bayes estimator scale parameter bounded loss function fisher’s problem of the nile |
| url | https://jsciences.ut.ac.ir/article_57004_098efcfea12d14d2c1c50f822f764e4e.pdf |
| work_keys_str_mv | AT nsanjarifarsipour estimationofscaleparameterunderaboundedlossfunction |