Semi-minimax estimations on the exponential distribution under symmetric and asymmetric loss functions
Other Title(s)
تقديرات Semi-minimax للتوزيع اﻷسي تحت دوال خسارة متناظرة و غير متناظرة
Author
Source
Journal of al-Rafidain University College
Issue
Vol. 2015, Issue 36 (31 Dec. 2015), pp.245-270, 26 p.
Publisher
al-Rafidain University College
Publication Date
2015-12-31
Country of Publication
Iraq
No. of Pages
26
Main Subjects
Natural & Life Sciences (Multidisciplinary)
Abstract EN
In this paper the semi-minimax estimators of the scale parameter of the exponential distribution are presented by applying the theorem of Lehmann under symmetric (quadratic) loss function and asymmetric (entropy, mlinex , precautionary) loss functions .The results of comparison between these estimators are compared empirically using Monte-Carlo simulation study with respect to the mean square error(MSE) and the mean percentage error(MPE).
In general, the results showed that the semi-minimax estimator under quadratic loss function is the best estimator by MSE and MPE for all sample sizes.
We can notice that, when the values of the parameters β ,θ increasing the semi-minimax estimator under quadratic loss function is the best estimator by MSE while comparison by MPE showed that the semi-minimax estimator under mlinex loss function when the value of c positive is the best, but they both get worse as α ,θ increases.
Also the results showed that when α, β together increase the semi-minimax
American Psychological Association (APA)
al-Ubaydi, Nadiyah Jafar Faza. 2015. Semi-minimax estimations on the exponential distribution under symmetric and asymmetric loss functions. Journal of al-Rafidain University College،Vol. 2015, no. 36, pp.245-270.
https://search.emarefa.net/detail/BIM-825221
Modern Language Association (MLA)
al-Ubaydi, Nadiyah Jafar Faza. Semi-minimax estimations on the exponential distribution under symmetric and asymmetric loss functions. Journal of al-Rafidain University College No. 36 (2015), pp.245-270.
https://search.emarefa.net/detail/BIM-825221
American Medical Association (AMA)
al-Ubaydi, Nadiyah Jafar Faza. Semi-minimax estimations on the exponential distribution under symmetric and asymmetric loss functions. Journal of al-Rafidain University College. 2015. Vol. 2015, no. 36, pp.245-270.
https://search.emarefa.net/detail/BIM-825221
Data Type
Journal Articles
Language
English
Notes
Record ID
BIM-825221