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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Tehran
2013-06-01
|
| Series: | Journal of Sciences, Islamic Republic of Iran |
| Subjects: | |
| Online Access: | https://jsciences.ut.ac.ir/article_32082_f213688e182938621c667ee8a6906180.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|