Title :
Minimax estimation of parameter of inverse exponential distribution
Author_Institution :
Sch. of Math. & Comput. Sci., Yichun Univ., Yichun, China
Abstract :
Bayes estimators of the parameter of the inverse exponential distribution are obtained for the well known weighted square error loss, square log error loss and Modified linear Exponential (MLINEX) loss functions. Further minimax estimators are derived by using Lehmann´s Theorem. Comparision of these estimators are also studied by numerical examples.
Keywords :
exponential distribution; minimax techniques; parameter estimation; Lehmann´s theorem; inverse exponential distribution; modified linear exponential loss functions; parameter Bayes estimators; parameter minimax estimation; square log error loss; weighted square error loss; Bayesian methods; Computational modeling; Educational institutions; Exponential distribution; Maximum likelihood estimation; Weibull distribution; Bayes estimator; MLINEX loss; inverse exponential distribution; squared log error loss; weighted square error loss;
Conference_Titel :
Consumer Electronics, Communications and Networks (CECNet), 2012 2nd International Conference on
Conference_Location :
Yichang
Print_ISBN :
978-1-4577-1414-6
DOI :
10.1109/CECNet.2012.6202190
