Journal of the Korean Data and Information Science Society

  • Volume 4
  • /
  • Pages.87-95
  • /
  • 1993
  • /
  • 1598-9402(pISSN)
The Korean Data and Information Science Society (한국데이터정보과학회)
권호 표지

Simultaneous Estimation of Several Poisson Means under a Linex Loss Function

Linex 손실함수하(損失函數下)에서의 여러 포아손 평균(平均)들의 동시추정(同時推定)

  • Lee, In-Suk (Department of Statistics, Kyungpook National University) ;
  • Jeong, Won-Tae (Department of Statistics, Kyungpook National University) ;
  • Jeong, Hye-Jeong (Department of Statistics, Kyungpook National University)
  • Published : 1993.06.25
Download PDF
⟨ Previous Next ⟩

Abstract

We find a class of admissible Bayes estimator for the mean vector ${\theta}=({\theta}_{1},{\theta}_{2},...,{\theta}_{p}$ of Poisson distribution under a LINEX loss function. The Monte Carlo Simulation is performed to compare the emprical Bayes estimater under the LINEX loss function and weighted squared error loss respectively.

Keywords

References

  1. Statistics and Decisions v.1 Estimates of multiple poisson means; Bayes and empirical Bayes Ghosh, M.
  2. Applied Statistics v.40 no.1 Poisson random variate Generation Kenep, C.D.;Kenep, A.W.
  3. Austrial. J. Statist. v.32 no.20 Estimation of the parameter of a Poisson distribution using a LINEX loss function Sadooghi-Alvandi, S.M.
  4. Ann. of Statist. v.10 no.1 Simutaneous estimation of several Poisson parameters under k-normalized squard error loss Tsui, K.W.;Press, S.J.
  5. A Bayesian approach to real estate assessment, Studies in Bayesian Econometrics and Statistics in Honour of Leonard J. Savage Varian, H.R.;Frienberg, S.E.(ed.);Zellner, A.(ed.)
  6. J. Amer. Statist. Assoc. v.81 Bayesian estimation and prediction using asymmetric loss function Zellner, A.