• Title of article

    Estimation of Lower Bounded Scale Parameter of Rescaled F-distributionunder Entropy Loss Function

  • Author/Authors

    Nematollahi, n allameh tabataba-i university - Department of Statistics, تهران, ايران , Naser Esfahani, m islamic azad university - Department of Statistics, ايران

  • From page
    73
  • To page
    87
  • Abstract
    We consider the problem of estimating the scale parameter β ofa rescaled F-distribution when β has a lower bounded constraint of the formβ a, under the entropy loss function. An admissible minimax estimator ofthe scale parameter β, which is the pointwise limit of a sequence of Bayesestimators, is given. Also in the class of truncated linear estimators, theadmissible estimators and the only minimax estimator of β are obtained.
  • Keywords
    Admissibility%entropy loss function%F , distribution% minimaxestimation% restricted parameter space.
  • Journal title
    Journal of Statistical Research of Iran
  • Journal title
    Journal of Statistical Research of Iran
  • Record number

    2579524