Minimax estimation of parameter of inverse exponential distribution
Zhou Guoping
Abstract
Zhou Guoping
Abstract
Bayes estimators of the parameter of the inverse exponential distribution are obtained for the well known weighted square error loss, square log error loss and Modified linear Exponential (MLINEX) loss functions. Further minimax estimators are derived by using Lehmann's Theorem. Comparision of these estimators are also studied by numerical examples.
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
Bayes estimators of the parameter of the inverse exponential distribution are obtained for the well known weighted square error loss, square log error loss and Modified linear Exponential (MLINEX) loss functions. Further minimax estimators are derived by using Lehmann's Theorem. Comparision of these estimators are also studied by numerical examples.
Key concepts: Minimax, Estimator, Mathematics, Applied mathematics, Exponential function, Mean squared error, Minimax estimator, Inverse