Minimax Estimation of the Parameter of ЭРланга Distribution Under Different Loss Functions

The aim of this article is to study the estimation of the parameter of ЭРланга distribution based on complete samples. The Bayes estimators of the parameter of ЭРланга distribution are obtained under three different loss functions, namely, weighted square error loss, squared log error loss and entropy loss functions by using conjugate prior inverse Gamma distribution. Then the minimax estimators of the parameter are derived by using Lehmann’s theorem. Finally, performances of these estimators are compared in terms of risks which obtained under squared error loss function.