Estimation of the mean of the selected population under asymmetric loss function

被引：0

作者：

Parsian, A

Farsipour, NS

机构：

[1] Isfahan Univ Technol, Sch Math, Esfahan 84154, Iran

[2] Shiraz Univ, Dept Stat, Shiraz 71454, Iran

来源：

METRIKA | 1999年 / 50卷 / 02期

关键词：

asymmetric loss function bias LINEX loss function risk function; selected population;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper is concerned with the comparison of seven estimators of the mean of the selected population from two normal populations with unknown means and common known variance under an asymmetric loss namely the LINEX loss function. The proposed estimators are invariant under location transformation. The bias and risks of the seven estimators are computed and compared. The conclusion recommend the use of delta(P)(sigma) which is simple to use and it is minimax.

引用

页码：89 / 107

页数：19

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