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

Author

Jasim, Wail Abd al-Latif

Source

Journal of Statistical Sciences

Issue

Vol. 2012, Issue 5 (31 Dec. 2012), pp.1-20, 20 p.

Publisher

Arab Institute for Training and Research in Statistics

Publication Date

2012-12-31

Country of Publication

Jordan

No. of Pages

20

Main Subjects

Mathematics

Topics

Abstract 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 .

Abstract EN

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 .

American Psychological Association (APA)

Jasim, Wail Abd al-Latif. 2012. Minimax estimation of the scale parameter of the distribution (where the shape parameter is assumed to be known) for quadratic and MLINEX loss functions. Journal of Statistical Sciences،Vol. 2012, no. 5, pp.1-20.
https://search.emarefa.net/detail/BIM-616220

Modern Language Association (MLA)

Jasim, Wail Abd al-Latif. Minimax estimation of the scale parameter of the distribution (where the shape parameter is assumed to be known) for quadratic and MLINEX loss functions. Journal of Statistical Sciences No. 5 (2012), pp.1-20.
https://search.emarefa.net/detail/BIM-616220

American Medical Association (AMA)

Jasim, Wail Abd al-Latif. Minimax estimation of the scale parameter of the distribution (where the shape parameter is assumed to be known) for quadratic and MLINEX loss functions. Journal of Statistical Sciences. 2012. Vol. 2012, no. 5, pp.1-20.
https://search.emarefa.net/detail/BIM-616220

Data Type

Journal Articles

Language

English

Notes

Includes bibliographical references : p. 19-20

Record ID

BIM-616220