Jinping li; Haiping Ren

International Journal of Engineering and Manufacturing (IJEM)

IJEM Vol. 2, No. 3, 29 Jun. 2012

Cover page and Table of Contents: PDF (size: 317KB)

Estimation of One Parameter Exponential Family Under A Precautionary Loss Function Based on Record Values

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Author(s)

Jinping li ^1,* Haiping Ren ²

1. College of Information Science and Technology, Hainan University, Haikou,570228,China

2. School of Software, Jiang Xi University of Science and Technology, Nanchang, 330013, China

* Corresponding author.

DOI: https://doi.org/10.5815/ijem.2012.03.11

Received: 23 Feb. 2012 / Revised: 12 Apr. 2012 / Accepted: 15 May 2012 / Published: 29 Jun. 2012

Index Terms

Admissibility, Bayes and empirical Bayes estimators, record values, asymmetry loss function

Abstract

In this paper, we consider one-parameter exponential family and obtain the Bayes and. empirical Bayes estimators of the unknown parameter based on record values under a precaution asymmetry entropy loss function. The admissibility and inadmissibility of a class of inverse linear estimators of are studied based on upper records.

Cite This Paper

Jinping li,Haiping Ren,"Estimation of One Parameter Exponential Family Under A Precautionary Loss Function Based on Record Values", IJEM, vol.2, no.3, pp.75-81, 2012. DOI: 10.5815/ijem.2012.03.11

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