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Admissible and Minimax Estimators of a LowerBounded Scale Parameterof a Gamma Distribution under the EntropyLoss Function
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نویسنده
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Nasr Esfahani M. ,Nematollahi N.
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منبع
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journal of mathematical extension - 2009 - دوره : 4 - شماره : 1 - صفحه:91 -103
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چکیده
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This paper is concerned with admissible and minimax estimation of scale parameter ? of a gamma distribution under the entropy loss function, when it is known that ??? for some known ?>0. an admissible minimax estimator of ?, which is the pointwise limit of a sequence of bayes estimators, is derived. also, the admissible estimators and the only minimax estimator of ? in the class of truncated linear estimators are obtained. finally, the results are extended to a subclass of scale parameter exponential family and the family of transformed chi-square distributions
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کلیدواژه
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Admissibility; entropy loss function;exponential family; gamma distribution; minimax estimation; truncated parameter space.
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آدرس
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islamic azad university, Department of Statistics Science and Research Branch, ایران, allameh tabataba-i university, Department of Statistics, ایران
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پست الکترونیکی
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nematollahi@atu.ac.ir
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Authors
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