Bayes and Empirical Bayes Estimation of the Scale Parameter of the Gamma Distribution under Balanced Loss Functions

- Journal title : Communications for Statistical Applications and Methods
- Volume 14, Issue 1, 2007, pp.71-80
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2007.14.1.071

Title & Authors

Bayes and Empirical Bayes Estimation of the Scale Parameter of the Gamma Distribution under Balanced Loss Functions

Rezaeian, R.; Asgharzadeh, A.;

Rezaeian, R.; Asgharzadeh, A.;

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

References

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