Shrinkage testimators for the shape parameter of Pareto distribution using LINEX loss function

被引：16

作者：

Singh, D. C. ^{[1
]}

Prakash, Gyan ^{[1
]}

Singh, P. ^{[1
]}

机构：

[1] Harishchandra PG Coll, Dept Stat, Varanasi, Uttar Pradesh, India

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2007年 / 36卷 / 1-4期

关键词：

level of significance; LINEX loss function; mean square error; Pareto distribution; shrinkage factor and shrinkage testimator;

D O I：

10.1080/03610920601033694

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 article, shrinkage testimators for the shape parameter of a Pareto distribution are considered, when its prior guess value is available. The choices of shrinkage factor are also suggested. The proposed testimators are compared with the minimum risk estimator among the class of unbiased estimators with the LINEX loss function.

引用

页码：741 / 753

页数：13

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