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Estimating a Bounded Normal Mean Under the LINEX Loss Function | ||
| Journal of Sciences, Islamic Republic of Iran | ||
| مقاله 7، دوره 24، شماره 2، شهریور 2013، صفحه 157-164 اصل مقاله (521.35 K) | ||
| نوع مقاله: Original Paper | ||
| نویسنده | ||
| A. Karimnezhad* | ||
| Department of Statistics, Faculty of Mathematics, Statistics and Computer Science, University of Tehran, Tehran, Islamic Republic of Iran | ||
| چکیده | ||
| Let X be a random variable from a normal distribution with unknown mean θ and known variance σ2. In many practical situations, θ is known in advance to lie in an interval, say [−m,m], for some m > 0. As the usual estimator of θ, i.e., X under the LINEX loss function is inadmissible, finding some competitors for X becomes worthwhile. The only study in the literature considered the problem of minimax estimation of θ In this paper, by constructing a dominating class of estimators, we show that the maximum likelihood estimator is inadmissible. Then, as a competitor, the Bayes estimator associated with a uniform prior on the interval [−m,m] is proposed. Finally, considering risk performance as a comparison criterion, the estimators are compared and depending on the values taken by θ in the interval [−m,m], the appropriate estimator is suggested. | ||
| کلیدواژه‌ها | ||
| Admissibility؛ Bayes estimator؛ LINEX loss function؛ Maximum Likelihood Estimator؛ Normal distribution | ||
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آمار تعداد مشاهده مقاله: 1,807 تعداد دریافت فایل اصل مقاله: 1,761 |
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