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Abstract
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Article Information:
Minimax Estimation of Parameter of Generalized Exponential Distribution under Square Log Error Loss and MLINEX Loss Functions
Lanping Li
Corresponding Author: Lanping Li
Submitted: July 25, 2013
Accepted: August 06, 2013
Published: August 30, 2013 |
Abstract:
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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.
Key words: Bayes estimator, generalized exponential distribution, MLINEX loss, squared log error loss, , ,
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Cite this Reference:
Lanping Li , . Minimax Estimation of Parameter of Generalized Exponential Distribution under Square Log Error Loss and MLINEX Loss Functions. Research Journal of Mathematics and Statistics, (3): 24-27.
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ISSN (Online): 2040-7505
ISSN (Print): 2042-2024 |
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