Title of article
Some results on Bayes estimation under Linex loss function
Author/Authors
Ganji ، Masoud Department of Statistics and Computer science - University of Mohaghegh Ardabili , Gharari ، Fatemeh Department of Statistics and Computer science - University of Mohaghegh Ardabili
From page
79
To page
93
Abstract
In this paper, we introduced straightforward formulas for the Bayes risk linked to the Linex loss function, which we then applied to estimate parameters of the normal, Poisson, and fractional Weibull distributions.We aimed to investigate the development of a linear Bayes estimator using the Linex loss function and successfully derived it for the normal and Poisson scenarios.We also demonstrated the process of creating empirical Bayes estimates using Linex loss and applied it to observed frequencies fn(x) produced by the Poisson-gamma model.
Keywords
Bayes Risk , Linex Loss Function , Linear Bayes Estimation , Empirical Bayese Estimation
Journal title
Journal of Hyperstructures
Journal title
Journal of Hyperstructures
Record number
2774567
Link To Document