Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Estimation of the parameter in an Exponential Distribution using a LINEX Loss

  • Published : 2002.10.31
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Abstract

A Bayes estimator of the scale parameter in an exponential distribution will be considered by a LINEX error, then the risk of the Bayes estimator using a LINEX loss will be compared with that of a Bayes estimator using a square error.

Keywords

References

  1. Handbook of Mathematical Functions Abramowitz, M.;Stegun, I.A.
  2. Table of Integrals, Series, and Products Gradshteyn, I.S.;Ryzhik, I.M.
  3. An Introduction to Probability Theory and Mathematical Statistics Rohatgi, V.K.
  4. Austral, J. Statist. v.32 no.3 Estimation of the parameter of a Poisson Distribution using a LINEX Loss Function Sadooghi-Alvandi, S.M.
  5. J. Amer. Statist. Assoc. v.81 Bayesian estimation and prediction using asymmetric loss function Zellner, A.