A New Asymmetric Loss Function: Estimation of Parameter of Exponential Distribution

Journal of Statistics Applications & Probability Letters ◽

10.18576/jsapl/060105 ◽

2019 ◽

Vol 6 (1) ◽

pp. 37-50 ◽

Cited By ~ 2

Author(s):

Dinesh Kumar ◽

Pradip Kumar ◽

Sanjay Kumar Singh ◽

Umesh Singh

Keyword(s):

Exponential Distribution ◽

Loss Function ◽

Function Estimation ◽

Asymmetric Loss ◽

Asymmetric Loss Function

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Bayesian Estimation in Exponential Distribution under Progressively Type-II Censoring and an Asymmetric Loss Function

2012 Second International Conference on Intelligent System Design and Engineering Application ◽

10.1109/isdea.2012.657 ◽

2012 ◽

Author(s):

Ren Zhiguo ◽

Li Jie

Keyword(s):

Bayesian Estimation ◽

Exponential Distribution ◽

Loss Function ◽

Type Ii ◽

Asymmetric Loss ◽

Type Ii Censoring ◽

Asymmetric Loss Function

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A sequential estimation procedure for the parameter of an exponential distribution under asymmetric loss function

Statistics & Probability Letters ◽

10.1016/j.spl.2008.05.014 ◽

2008 ◽

Vol 78 (17) ◽

pp. 3091-3095 ◽

Cited By ~ 9

Author(s):

Alicja Jokiel-Rokita

Keyword(s):

Exponential Distribution ◽

Loss Function ◽

Sequential Estimation ◽

Estimation Procedure ◽

Asymmetric Loss ◽

Asymmetric Loss Function

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Estimation of parameters of exponential distribution in the truncated space using asymmetric loss function

Statistical Papers ◽

10.1007/bf02925998 ◽

1997 ◽

Vol 38 (4) ◽

pp. 423-443 ◽

Cited By ~ 6

Author(s):

A. Parsian ◽

N. Sanjari Farsipour

Keyword(s):

Exponential Distribution ◽

Loss Function ◽

Estimation Of Parameters ◽

Asymmetric Loss ◽

Asymmetric Loss Function

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Forecasting in the Presence of an Asymmetric Loss Function

PsycEXTRA Dataset ◽

10.1037/e616342011-036 ◽

1991 ◽

Author(s):

Michael Lawrence ◽

Peter Ayton

Keyword(s):

Loss Function ◽

Asymmetric Loss ◽

Asymmetric Loss Function

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An Extension of Anile and Nallebuff's Conservatism and Auditor‐Client Negotiations: Implementation of Auditor's Asymmetric Loss Function

Asian Review of Accounting ◽

10.1108/eb060753 ◽

2002 ◽

Vol 10 (1) ◽

pp. 121-146

Author(s):

Susan McCracken

Keyword(s):

Loss Function ◽

Asymmetric Loss ◽

Asymmetric Loss Function

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Aggregation of Adaptive Forecasting Algorithms Under Asymmetric Loss Function

Statistical Learning and Data Sciences - Lecture Notes in Computer Science ◽

10.1007/978-3-319-17091-6_9 ◽

2015 ◽

pp. 137-146 ◽

Cited By ~ 1

Author(s):

Alexey Romanenko

Keyword(s):

Loss Function ◽

Asymmetric Loss ◽

Asymmetric Loss Function

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Remaining Useful Life Prediction of Mechanical Equipment Based on Temporal Convolutional Network and Asymmetric Loss Function

10.1109/phm-nanjing52125.2021.9613038 ◽

2021 ◽

Author(s):

Xudong Guo ◽

Pengxin Wang ◽

Huaqing Wang ◽

Jiangtao Xiao ◽

Song Liuyang

Keyword(s):

Loss Function ◽

Life Prediction ◽

Remaining Useful Life ◽

Mechanical Equipment ◽

Convolutional Network ◽

Asymmetric Loss ◽

Useful Life ◽

Asymmetric Loss Function

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Sometimes Pool Testimation of a Scale Parameter Under Asymmetric Loss Function

Calcutta Statistical Association Bulletin ◽

10.1177/0008068320010109 ◽

2001 ◽

Vol 51 (1-2) ◽

pp. 105-112

Author(s):

Rakesh Srivastava ◽

Haresh B. Tank

Keyword(s):

Loss Function ◽

Scale Parameter ◽

Asymmetric Loss ◽

Asymmetric Loss Function

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A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?

International Economic Journal ◽

10.1080/10168737.2013.810661 ◽

2013 ◽

Vol 28 (2) ◽

pp. 333-343 ◽

Cited By ~ 7

Author(s):

Ulrich Fritsche ◽

Christian Pierdzioch ◽

Jan-Christoph Rülke ◽

Georg Stadtmann

Keyword(s):

Loss Function ◽

Asymmetric Loss ◽

Asymmetric Loss Function

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Bayesian Estimates Based On Record Values Under Weighted LINEX Loss Function

Pakistan Journal of Statistics and Operation Research ◽

10.18187/pjsor.v16i1.2854 ◽

2020 ◽

pp. 11-19 ◽

Cited By ~ 1

Author(s):

Fuad Al-Duais ◽

Mohammed Alhagyan

Keyword(s):

Weibull Distribution ◽

Loss Function ◽

Scale Parameter ◽

Reliability Function ◽

Record Values ◽

Linex Loss Function ◽

Asymmetric Loss ◽

Bayes Estimates ◽

Linex Loss ◽

Asymmetric Loss Function

In this paper, we developed linear exponential (LINEX) loss function by emerging weights to produce weighted linear exponential (WLINEX) loss function. Then we utilized WLINEX to derive scale parameter and reliability function of the Weibull distribution based on record values when the shape parameter is known. After, we estimated scale parameter and reliability function of Weibull distribution by using maximum likelihood (ML) estimation and by several Bayes estimations. The Bayes estimates were obtained with respect to symmetric loss function (squared error loss (SEL)), asymmetric loss function (LINEX) and asymmetric loss function (WLINEX). The ML and the different Bayes estimates are compared via a Monte Carlo simulation study. The result of simulation mentioned that the proposed WLINEX loss function is promising and can be used in real environment especially at the case of underestimate where it revealed better performance than LINEX loss function for estimating scale parameter.

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