Estimation of scale parameter under entropy loss function |
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| Institution: | 1. Grupo de Física de Materiales, Universidad Pedagógica y Tecnológica de Colombia, Tunja, Colombia;2. Instituto de Alta investigación, Universidad de Tarapaca, Casilla 7D Arica, Chile;3. Grupo de Materia Condensada-UdeA, Instituto de Física, Facultad de Ciencias Exactas y Naturales, Universidad de Antioquia UdeA, Calle 70 No. 52–21, Medellín, Colombia;1. Department of Physics, Payame Noor University, PO Box 19395-3697 Tehran, Iran;2. Department of Physics, Isfahan University of Technology, Isfahan, 84156-83111, Iran;1. Department of Statistics, Science and Research Branch, Islamic Azad University, Tehran, Iran;2. School of Mathematics, Iran University of Science and Technology, Narmak, Tehran 16846, Iran;3. Department of Statistics, Roudehen Branch, Islamic Azad University, Roudehen, Iran;1. Department of Statistics, Ordered and Spatial Data Center of Excellence, Ferdowsi University of Mashhad, P.O. Box 1159, Mashhad, 91775, Iran;2. Department of Statistics, Faculty of Mathematical Sciences, University of Mazandaran, P.O. Box 47416-1467, Babolsar, Iran |
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| Abstract: | Estimation of scale parameter under the entropy loss function is considered with restrictions to the principles of invariance and risk unbiasedness. An explicit form of minimum risk scale-equivariant estimator under entropy loss is obtained. The admissibility and inadmissibility of a class of linear estimators of the form cT + d, where T ≈ Γ(v,η), which includes the admissibility of the MRE estimator of parameter of interest are studied. |
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