首页 | 本学科首页   官方微博 | 高级检索  
     


On the admissibility of c[Xbar] + d with respect to the linex loss function
Authors:Javier Roio
Affiliation:Mathematical Sciences Department , University of Texas , El Paso, Texas, 79968
Abstract:Let X1, …,Xn be a random sample from a normal distribution with mean θ and variance σ2 The problem is to estimate θ with loss function L(θ,e) = v(e-θ) where v(x) = b(exp(ax)-ax-l) and where a, b are constants with b>0, a¦0. Zellner (1986), showed that [Xbar] ? σ2a/2n dominates [Xbar] and hence [Xbar] is inadmissible. The question of what values of c and d render c[Xbar]+ d admissible is studied here.
Keywords:linear estimators  Bayes estimators
相似文献(共20条):
[1]、S. M. Sadooghi - Alvandi,N. Nematollahi.A note on the admissibility of relative to the linex loss function[J].统计学通讯:理论与方法,2013,42(5):1871-1873.
[2]、A. Parsian,N. Nematollahi.On the admissibility of ordered poisson parameter under the entropy loss function[J].统计学通讯:理论与方法,2013,42(10):2451-2467.
[3]、S. M. Sadooghi- Alvandi,A. Parsian.Estimation of the binomial parameter n using a linex loss function[J].统计学通讯:理论与方法,2013,42(5):1427-1439.
[4]、B. N. Pandey.Testimator of the scale parameter of the exponential distribution using linex loss function[J].统计学通讯:理论与方法,2013,42(9):2191-2202.
[5]、A note on new feasible generalized ridge regression estimator under the linex loss function[J].Journal of Statistical Computation and Simulation
[6]、H. Tanaka.Sufficient conditions for the admissibility under the LINEX loss function in non-regular case[J].Statistics,2013,47(2):199-208.
[7]、B.N. Pandey,Omkar rai.Bayesian estimation of mean and square of mean of normal distribution using linex loss function[J].统计学通讯:理论与方法,2013,42(12):3369-3391.
[8]、Stephen Rowe.An algorithm for computing principal points with respect to a loss function in the unidimensional case[J].Statistics and Computing,1996,6(3):187-190.
[9]、Ron C. Mittelhammer,Roger K. Conway.On the admissibility of restricted least squares estimators[J].统计学通讯:理论与方法,2013,42(9):1135-1146.
[10]、Lawrence D. Brown,Mosuk Chow,Duncan K.H. Fong.On the admissibility of the maximum-likelihood estimator of the binomial variance[J].Revue canadienne de statistique,1992,20(4):353-358.
[11]、Paul van der Laan,Constance van Eeden.On selecting the best of two normal populations using a loss function[J].Statistical Methods and Applications,1998,7(2):159-170.
[12]、F. Tom Lindstrom.An algorithm for the evaluation of the incomplete gamma function and the first two partial derivatives with respect to the parameter[J].统计学通讯:模拟与计算,2013,42(5):465-478.
[13]、W.Y. Tan.On comparing several straight lines under heteroscedasticity and robustness with respect to departure from normality[J].统计学通讯:理论与方法,2013,42(7):731-750.
[14]、Jean Hirons, Guest Column Editor.The “ongoing” umbrella: Rethinking the redefintion of “Serial”[J].Serials Review,1998,24(3-4).
[15]、Mahdi Louati.Mixture of the Riesz distribution with respect to the generalized multivariate gamma distribution[J].Journal of the Korean Statistical Society,2013,42(1):83-93.
[16]、Kurt Hoffmann.Admissibility of linear estimators with respect to restricted parameter sets[J].Statistics,2013,47(4):425-438.
[17]、Janice L DuBien,William D Warde.A comparison of agglomerative clustering methods with respect to noise[J].统计学通讯:理论与方法,2013,42(5):1433-1460.
[18]、A. Asgharzadeh,N. Sanjari Farsipour.Estimation of the exponential mean time to failure under a weighted balanced loss function[J].Statistical Papers,2008,49(1):121-131.
[19]、S,ren Johansen.Reply to somments on “estimating systems of trending variables”[J].Econometric Reviews,1994,13(3):423-428.
[20]、Pablo, Martínez-Camblor,Aina, Yañez.Testing the equality of diagnostic effectiveness of one measure with respect to k different features[J].Journal of applied statistics,2009,36(4):359-367.
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号