Estimating the Mean of a Lognormal Population under Restrictions

被引：0
|
作者：
Tripathi, Yogesh Mani [1 ]
Kumar, Somesh [2 ]
Srivastava, Tanuja [3 ]
机构：
[1] Indian Inst Technol, Dept Math, Patna, Bihar, India
[2] Indian Inst Technol, Dept Math, Kharagpur, W Bengal, India
[3] Indian Inst Technol, Dept Math, Roorkee, Uttar Pradesh, India
来源：
INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS | 2009年 / 15卷 / D09期
关键词：
maximum likelihood estimator; Rao-Blackwellization; generalized Bayes estimator; admissibility;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, the problem of estimating the mean of a two parameter lognormal distribution is considered under the assumption that one of its parameter is restricted a priori. Several classical and Bayes estimators are proposed. Some of them are shown to be inadmisssible using Rao-Blackwellization. Finally, risk performance of all estimators is compared numerically.
引用
收藏
页码：16 / 31
页数：16
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