Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared Log Error Loss Function
The problem of estimating the parameter ?, when it is restricted to an interval of the form , in a class of discrete distributions, including Binomial Negative Binomial discrete Weibull and etc., is considered. We give necessary and sufficient conditions for which the Bayes estimator of with r...
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| Format: | Article |
| Language: | English |
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University of Tehran
2012-03-01
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| Series: | Journal of Sciences, Islamic Republic of Iran |
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| Online Access: | https://jsciences.ut.ac.ir/article_24572_27535046c03a4ad4bdb9b3ed20f18ee1.pdf |
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| author | N. Nematollahi |
| author_facet | N. Nematollahi |
| author_sort | N. Nematollahi |
| collection | DOAJ |
| description | The problem of estimating the parameter ?, when it is restricted to an interval of the form , in a class of discrete distributions, including Binomial Negative Binomial discrete Weibull and etc., is considered. We give necessary and sufficient conditions for which the Bayes estimator of with respect to a two points boundary supported prior is minimax under squared log error loss function. For some of the distributions in this class, we give numerical values of the smallest values of for which the corresponding Bayes estimator of is minimax. |
| format | Article |
| id | doaj-art-ccdf685bfe6b4ffcadc5b59b44861a3b |
| institution | Kabale University |
| issn | 1016-1104 2345-6914 |
| language | English |
| publishDate | 2012-03-01 |
| publisher | University of Tehran |
| record_format | Article |
| series | Journal of Sciences, Islamic Republic of Iran |
| spelling | doaj-art-ccdf685bfe6b4ffcadc5b59b44861a3b2025-08-20T03:53:51ZengUniversity of TehranJournal of Sciences, Islamic Republic of Iran1016-11042345-69142012-03-01231778424572Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared Log Error Loss FunctionN. Nematollahi0Allameh Tabataba'i UniversityThe problem of estimating the parameter ?, when it is restricted to an interval of the form , in a class of discrete distributions, including Binomial Negative Binomial discrete Weibull and etc., is considered. We give necessary and sufficient conditions for which the Bayes estimator of with respect to a two points boundary supported prior is minimax under squared log error loss function. For some of the distributions in this class, we give numerical values of the smallest values of for which the corresponding Bayes estimator of is minimax.https://jsciences.ut.ac.ir/article_24572_27535046c03a4ad4bdb9b3ed20f18ee1.pdfbayes estimatorsquared log error loss functionbounded parameter spacediscrete distributionminimax estimation |
| spellingShingle | N. Nematollahi Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared Log Error Loss Function Journal of Sciences, Islamic Republic of Iran bayes estimator squared log error loss function bounded parameter space discrete distribution minimax estimation |
| title | Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared
Log Error Loss Function |
| title_full | Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared
Log Error Loss Function |
| title_fullStr | Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared
Log Error Loss Function |
| title_full_unstemmed | Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared
Log Error Loss Function |
| title_short | Minimax Estimator of a Lower Bounded Parameter of a Discrete Distribution under a Squared
Log Error Loss Function |
| title_sort | minimax estimator of a lower bounded parameter of a discrete distribution under a squared log error loss function |
| topic | bayes estimator squared log error loss function bounded parameter space discrete distribution minimax estimation |
| url | https://jsciences.ut.ac.ir/article_24572_27535046c03a4ad4bdb9b3ed20f18ee1.pdf |
| work_keys_str_mv | AT nnematollahi minimaxestimatorofalowerboundedparameterofadiscretedistributionunderasquaredlogerrorlossfunction |