ON THE ESTIMATION OF THE POWER OF THE SCALE PARAMETER OF THE GAMMA DISTRIBUTION IN THE PRESENCE OF OUTLIERS

The estimation of power of the scale parameter (sigma) is derived for samples from the gamma distribution in the presence of k outliers by using a generalised loss function. Here, estimators of the type hT(r) are considered for sigma-r, where T is a real valued random variable whose distribution depends on an unknown real parameter sigma. We have obtained the Bayes estimate of (infinity, sigma) under various priors for the same loss function in the presence of k outliers.