Estimator of Parameter in a Scale Family under a Symmetric Loss
Zhihui Fu
Abstract
Zhihui Fu
Abstract
For scale family c(x,n)θ-νe-T(x)/θ,we dealt with the estimator of parameter θ under q-symmetric entropy loss L(θ,δ)=θq/δq+δq/θq-2(0qν).The general and exact form of the MRE estimator and Bayes estimator were obtained.The admissibility and inadmissibility of a class of linear estimators of the form cT(X)+d and the minimaxity of the MRE estimator were studied.
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For scale family c(x,n)θ-νe-T(x)/θ,we dealt with the estimator of parameter θ under q-symmetric entropy loss L(θ,δ)=θq/δq+δq/θq-2(0qν).The general and exact form of the MRE estimator and Bayes estimator were obtained.The admissibility and inadmissibility of a class of linear estimators of the form cT(X)+d and the minimaxity of the MRE estimator were studied.
Key concepts: Estimator, Mathematics, Trimmed estimator, Minimum-variance unbiased estimator, Invariant estimator, Bayes estimator, Efficient estimator, Scale parameter