Title of article :
Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared Log Error Loss Function
Author/Authors :
Nematollahi, N. allameh tabataba-i university - Faculty of Economics - Department of Statistics, تهران, ايران , Jafari Tabrizi, N. islamic azad university - Faculty of Science - Department of Mathematics, ايران
From page :
77
To page :
84
Abstract :
The problem of estimating the parameter θ, when it is restricted to an interval of the form [,1]m, in a class of discrete distributions, including Binomial(,),kθ Negative Binomial(,),rθ discrete Weibull()θ and etc., is considered. We give necessary and sufficient conditions for which the Bayes estimator of ,θ with respect to a two points boundary supported prior is minimax under squared log error loss function. For some of the distributions in this class, we give numerical values of the smallest values of m for which the corresponding Bayes estimator of θ is minimax
Keywords :
Bayes estimator , Bounded parameter space , Discrete distribution , Minimax estimation , Squared log error loss function
Journal title :
Journal of Sciences Islamic Republic of Iran
Journal title :
Journal of Sciences Islamic Republic of Iran
Record number :
2579986
Link To Document :
بازگشت