Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function

2019 ◽  
Vol 38 (2) ◽  
pp. 135-162 ◽  
Author(s):  
Ajit Chaturvedi ◽  
Sudeep R. Bapat ◽  
Neeraj Joshi
Keyword(s):  
Exponential Distribution ◽  
Loss Function ◽  
Point Estimation ◽  
Linex Loss Function ◽  
Minimum Risk ◽  
Multi Stage ◽  
Linex Loss ◽  
Negative Exponential Distribution ◽  
Bounded Risk ◽  
Negative Exponential

scholarly journals Sequential point and interval estimation of scale parameter of exponential distribution

1995 ◽  
Vol 18 (2) ◽  
pp. 383-390
Author(s):  
Z. Govindarajulu
Keyword(s):  
Exponential Distribution ◽  
Scale Parameter ◽  
Stopping Time ◽  
Interval Estimation ◽  
Location Parameter ◽  
Exact Expression ◽  
Point Estimation ◽  
Quadratic Loss ◽  
Negative Exponential Distribution ◽  
Negative Exponential

Sequential fixed-width confidence intervals are obtained for the scale parameterσwhen the location parameterθof the negative exponential distribution is unknown. Exact expressions for the stopping time and the confidence coefficient associated with the sequential fixed-width interval are derived. Also derived is the exact expression for the stopping time of sequential point estimation with quadratic loss and linear cost. These are numerically evaluated for certain nominal confidence coefficients, widths of the interval and cost functions, and are compared with the second order asymptotic expressions.

Equivariant Estimation of the Percentiles Under a Linex Loss Function

1998 ◽  
Vol 48 (3-4) ◽  
pp. 139-143
Author(s):  
N. Sanjari Farsipour
Keyword(s):  
Loss Function ◽  
Linex Loss Function ◽  
Minimum Risk ◽  
Linex Loss ◽  
Equivariant Estimation

The minimum risk equivariant estimation of percentiles in location scale families of distributions under Linex loss function is provided. The theory is illustrated by the exponential, normal and uniform examples.

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