Journal of the Korean Data and Information Science Society
- Volume 15 Issue 4
- /
- Pages.899-910
- /
- 2004
- /
- 1598-9402(pISSN)
A Non-Linear Exponential(NLINEX) Loss Function in Bayesian Analysis
- Islam, A.F.M.Saiful (Department of Statistics, Chittagong University) ;
- Roy, M.K. (Department of Statistics, Chittagong University) ;
- Ali, M.Masoom (Department of Statistics, Mathematical Sciences, Ball Stat University)
- Published : 2004.11.30
Abstract
In this paper we have proposed a new loss function, namely, non-linear exponential(NLINEX) loss function, which is quite asymmetric in nature. We obtained the Bayes estimator under exponential(LINEX) and squared error(SE) loss functions. Moreover, a numerical comparison among the Bayes estimators of power function distribution under SE, LINEX, and NLINEX loss function have been made.
Keywords
- Bayes estimator;
- Linear exponential(LINEX) loss function;
- Non-linear exponential(NLINEX) loss function and Square error(SE) loss function