ESTIMATION OF LOWER BOUNDED SCALE PARAMETER OF RESCALED F-DISTRIBUTION UNDER ENTROPY LOSS FUNCTION

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NEMATOLLAHI N.; NASER ESFAHANI M.

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Journal: JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI) Year:2010 | Volume:7 | Issue:1 Page(s): 73-87

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Title

ESTIMATION OF LOWER BOUNDED SCALE PARAMETER OF RESCALED F-DISTRIBUTION UNDER ENTROPY LOSS FUNCTION

Author(s)

NEMATOLLAHI N. | NASER ESFAHANI M. | Issue Writer Certificate

Keywords

ADMISSIBILITYQ1

ENTROPY LOSS FUNCTIONQ1

F-DISTRIBUTIONQ1

MINIMAX ESTIMATIONQ1

RESTRICTED PARAMETER SPACEQ1

Abstract

We consider the problem of estimating the scale parameter b of a rescaled F-DISTRIBUTION when b has a lower bounded constraint of the form b >a, under the ENTROPY LOSS FUNCTION. An admissible minimax estimator of the scale parameter b, 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 b are obtained.

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APA: Copy

NEMATOLLAHI, N., & NASER ESFAHANI, M.. (2010). ESTIMATION OF LOWER BOUNDED SCALE PARAMETER OF RESCALED F-DISTRIBUTION UNDER ENTROPY LOSS FUNCTION. JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI), 7(1), 73-87. SID. https://sid.ir/paper/129920/en

Vancouver: Copy

NEMATOLLAHI N., NASER ESFAHANI M.. ESTIMATION OF LOWER BOUNDED SCALE PARAMETER OF RESCALED F-DISTRIBUTION UNDER ENTROPY LOSS FUNCTION. JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI)[Internet]. 2010;7(1):73-87. Available from: https://sid.ir/paper/129920/en

IEEE: Copy

N. NEMATOLLAHI, and M. NASER ESFAHANI, “ESTIMATION OF LOWER BOUNDED SCALE PARAMETER OF RESCALED F-DISTRIBUTION UNDER ENTROPY LOSS FUNCTION,” JOURNAL OF STATISTICAL RESEARCH OF IRAN (JSRI), vol. 7, no. 1, pp. 73–87, 2010, [Online]. Available: https://sid.ir/paper/129920/en

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