Minimax estimation of the scale parameter of the distribution (where the shape parameter is assumed to be known)‎ for quadratic and MLINEX loss functions

الملخص AR

This paper concerned with finding the minimax estimators of the scale parameter  of Gamma distribution where the shape parameter  is known ( letting   2 ), under quadratic and Modified LINEX loss functions using Lehmann theorem (1950) .

We take a numerical example by using Monte-Carlo simulation method, then we computed the estimated values and MSEs ( with different sample sizes) for estimators and compared among them ( MLE , MQL, MMLINEX ) .

The results are arranged and organized in tables and figures .