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
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