Estimation of a Mixing Distribution Function
نویسندگان
چکیده
منابع مشابه
Efficient Estimation of the Density and Cumulative Distribution Function of the Generalized Rayleigh Distribution
The uniformly minimum variance unbiased (UMVU), maximum likelihood, percentile (PC), least squares (LS) and weighted least squares (WLS) estimators of the probability density function (pdf) and cumulative distribution function are derived for the generalized Rayleigh distribution. This model can be used quite effectively in modelling strength data and also modeling general lifetime data. It has...
متن کاملE-Bayesian Approach in A Shrinkage Estimation of Parameter of Inverse Rayleigh Distribution under General Entropy Loss Function
Whenever approximate and initial information about the unknown parameter of a distribution is available, the shrinkage estimation method can be used to estimate it. In this paper, first the $ E $-Bayesian estimation of the parameter of inverse Rayleigh distribution under the general entropy loss function is obtained. Then, the shrinkage estimate of the inverse Rayleigh distribution parameter i...
متن کاملEstimation of Lower Bounded Scale Parameter of Rescaled F-distribution under Entropy Loss Function
We consider the problem of estimating the scale parameter &beta of a rescaled F-distribution when &beta has a lower bounded constraint of the form &beta&gea, under the entropy loss function. An admissible minimax estimator of the scale parameter &beta, which is the pointwise limit of a sequence of Bayes estimators, is given. Also in the class of truncated linear estimators, the admissible estim...
متن کاملBAYES ESTIMATION USING A LINEX LOSS FUNCTION
This paper considers estimation of normal mean ? when the variance is unknown, using the LINEX loss function. The unique Bayes estimate of ? is obtained when the precision parameter has an Inverse Gaussian prior density
متن کاملEstimation of Scale Parameter Under a Bounded Loss Function
The quadratic loss function has been used by decision-theoretic statisticians and economists for many years. In this paper the estimation of scale parameter under a bounded loss function, which is adequate for assessing quality and quality improvement, is considered with restriction to the principles of invariance and risk unbiasedness. An implicit form of minimum risk scale equivariant ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1977
ISSN: 0091-1798
DOI: 10.1214/aop/1176995845