[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5351/CKSS.2007.14.1.071

Bayes and Empirical Bayes Estimation of the Scale Parameter of the Gamma Distribution under Balanced Loss Functions

Rezaeian, R. (Department of Mathematics, Noor Islamic Azad University)
Asgharzadeh, A. (Department of Statistics, Faculty of Basic Science, University of Mazandaran)

Publication Information

Communications for Statistical Applications and Methods / v.14, no.1, 2007 , pp. 71-80 More about this Journal

Abstract

The present paper investigates estimation of a scale parameter of a gamma distribution using a loss function that reflects both goodness of fit and precision of estimation. The Bayes and empirical Bayes estimators rotative to balanced loss functions (BLFs) are derived and optimality of some estimators are studied.

Keywords

Admissibility; balanced loss function; Bayes and empirical Bayes estimation; minimum risk estimator;

Citations & Related Records

Reference

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