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Estimation of Lower Bounded Scale Parameter of Rescaled F-distribution under Entropy Loss Function
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N. Nematollahi   1, M. Naser Esfahani |
| 1- , Nematollahi@atu.ac.ir |
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Abstract: (3264 Views) |
We consider the problem of estimating the scale parameter &beta of a rescaled F-distribution when &beta has a lower bounded constraint of the form &beta&gea, under the entropy loss function. An admissible minimax estimator of the scale parameter &beta, which is the pointwise limit of a sequence of Bayes estimators, is given. Also in the class of truncated linear estimators, the admissible estimators and the only minimax estimator of &beta are obtained. |
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| Keywords: Admissibility, entropy loss function, F-distribution, minimax estimation, restricted parameter space |
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Full-Text [PDF 187 kb]
(1905 Downloads)
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Type of Study: Research |
Subject:
General
Received: 2016/01/10 | Accepted: 2016/01/10 | Published: 2016/01/10
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