On Bayesian estimation from exponential distribution based on records

被引：7

作者：

Asgharzadeh, A. ^{[1
]}

机构：

[1] Univ Mazandaran, Fac Basic Sci, Dept Stat, Babol Sar, Iran

来源：

JOURNAL OF THE KOREAN STATISTICAL SOCIETY | 2009年 / 38卷 / 02期

关键词：

Exponential model; Admissibility; Bayes and empirical Bayes estimators; Blyth's method; Inadmissibility; Minimum risk equivariant estimator; Record values; LINEX;

D O I：

10.1016/j.jkss.2008.07.006

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：

In this paper, we consider the exponential model and obtain the minimum risk equivariant estimator of the unknown parameter based on record values. Bayes and empirical Bayes estimators are derived for the parameter of the exponential model. The admissibility and inadmissibility of a class of linear estimators of the form cX(U(n)) + d are studied, where X-U(n) is the nth upper record. (c) 2008 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.

引用

页码：125 / 130

页数：6

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