Minimax Regret Estimation of Exponential Distribution Based on Record Values Under Weighted Square Error Loss Function

Author(s):

Hojatollah Zakerzadeh , Mahdieh Karimi

Article Type:
Research/Original Article (بدون رتبه معتبر)
Abstract:

In this paper, we consider the problem of estimating the scale parameter of exponential distribution after preliminary test when the record values are available. The optimal significance levels based on the minimax regret criterion and the corresponding critical values are obtained. This estimator is illustrated by a numerical example.

Keywords:

Maximum likelihood estimator , minimaxregret criterion , optimal significance levels , preliminary test estimator , record values

Language:
English
Published:
Journal of Mathematical Extension, Volume:8 Issue: 4, Autumn 2014
Pages:
1 to 8
https://www.magiran.com/p2264914