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Bayes and Empirical Bayes Estimation of the Scale Parameter of the Gamma Distribution under Balanced Loss Functions
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 Title & Authors
Bayes and Empirical Bayes Estimation of the Scale Parameter of the Gamma Distribution under Balanced Loss Functions
Rezaeian, R.; Asgharzadeh, A.;
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 Abstract
The present paper investigates estimation of a scale parameter of a gamma distribution using a loss function that reflects both goodness of fit and precision of estimation. The Bayes and empirical Bayes estimators rotative to balanced loss functions (BLFs) are derived and optimality of some estimators are studied.
 Keywords
Admissibility;balanced loss function;Bayes and empirical Bayes estimation;minimum risk estimator;
 Language
English
 Cited by
1.
Two-sided empirical Bayes test for location parameter in the Gamma distribution, Communications in Statistics - Theory and Methods, 2016, 0  crossref(new windwow)
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