Minimax Estimation of Parameter of Generalized Exponential Distribution under Square Log Error Loss and MLINEX Loss Functions

Lanping Li

《Research Journal of Mathematics and Statistics》 5卷3期 (2013/08) Pp. 24-27

並列摘要

The aim of this paper is to study the minimax estimation of the generalized exponential distribution. Bayesian estimators and minimax estimators of the parameter of the generalized exponential distribution have been obtained under the well known weighted square error loss, square log error loss and Modified Linear Exponential (MLINEX) loss functions. Finally, Monte Carlo simulation is used to compare the efficiency of these minimax estimators by using mean square error.

並列關鍵字

Bayes estimator ； generalized exponential distribution ； MLINEX loss ； squared log error loss