Simultaneous Estimation of the Multivariate Normal Mean under Balanced Loss Function

Estimation of the Multivariate Normal Mean under the Extended Reflected Normal Loss Function

Minimax estimation of multivariate normalmean under balanced loss function 1

This paper considers simultaneous estimation of multivariate normal mean vector using Zellner's(1994) balanced loss function when 2 is known and unknown. We show that the usual estimator X is minimax and obtain a class of minimax estimators which have uniformly smaller risk than the usual estimator X. Also, we obtain the proper Bayes estimator relative to balanced loss function and nd the minim...

Estimating a Bounded Normal Mean Under the LINEX Loss Function

Let X be a random variable from a normal distribution with unknown mean θ and known variance σ2. In many practical situations, θ is known in advance to lie in an interval, say [−m,m], for some m > 0. As the usual estimator of θ, i.e., X under the LINEX loss function is inadmissible, finding some competitors for X becomes worthwhile. The only study in the literature considered the problem of min...

Bayesian Estimation of Shift Point in Shape Parameter of Inverse Gaussian Distribution Under Different Loss Functions

In this paper, a Bayesian approach is proposed for shift point detection in an inverse Gaussian distribution. In this study, the mean parameter of inverse Gaussian distribution is assumed to be constant and shift points in shape parameter is considered. First the posterior distribution of shape parameter is obtained. Then the Bayes estimators are derived under a class of priors and using variou...

Estimation of Scale Parameter in a Subfamily of Exponential Family with Weighted Balanced Loss Function

Suppose x1,x2, x3, ..., xn is a random sample of size n  from a distribution with pdf...[To continue please click here]