Estimation of Scale Parameter Under a Bounded Loss Function

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SANJARI FARSIPOUR N.

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Journal Paper

Paper Information

Journal: JOURNAL OF SCIENCES, ISLAMIC REPUBLIC OF IRAN Year:2016 | Volume:27 | Issue:2 Page(s): 169-173

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Title

Estimation of Scale Parameter Under a Bounded Loss Function

Author(s)

SANJARI FARSIPOUR N. | Issue Writer Certificate

Keywords

Best invariant estimator

Bayes estimator

Scale parameter

Bounded loss function

Fisher’

s problem of the Nile

Abstract

The quadratic loss function has been used by decision-theoretic statisticians and economists for many years. In this paper the estimation of scale parameter under a bounded loss function, which is adequate for assessing quality and quality improvement, is considered with restriction to the principles of invariance and risk unbiasedness. An implicit form of minimum risk scale equivariant estimator and Bayes estimators are obtained. Fisher’; s problem of the Nile as an example is included.

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APA: Copy

SANJARI FARSIPOUR, N.. (2016). Estimation of Scale Parameter Under a Bounded Loss Function. JOURNAL OF SCIENCES ISLAMIC REPUBLIC OF IRAN, 27(2), 169-173. SID. https://sid.ir/paper/718483/en

Vancouver: Copy

SANJARI FARSIPOUR N.. Estimation of Scale Parameter Under a Bounded Loss Function. JOURNAL OF SCIENCES ISLAMIC REPUBLIC OF IRAN[Internet]. 2016;27(2):169-173. Available from: https://sid.ir/paper/718483/en

IEEE: Copy

N. SANJARI FARSIPOUR, “Estimation of Scale Parameter Under a Bounded Loss Function,” JOURNAL OF SCIENCES ISLAMIC REPUBLIC OF IRAN, vol. 27, no. 2, pp. 169–173, 2016, [Online]. Available: https://sid.ir/paper/718483/en

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