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Bayes Estimation of Parameter of Exponential Distribution under a Bounded Loss Function
並列摘要
The aim of this study is to study the Bayes estimation of parameter of exponential distribution under a bounded loss function, named reflected gamma loss function, which proposed by Towhidi and Behboodian (1999). The inverse Gamma prior distribution is used as the prior distribution of the parameter of exponential distribution. Bayesian estimators are obtained under squared error loss and the reflected gamma loss functions. Minimum risk equivariant estimator of the parameter is also derived. Finally, a numerical simulation is used to compare the estimators obtained.
延伸閱讀
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