Minimax Estimation of the Parameter of the Rayleigh Distribution under Quadratic Loss Function

Minimax Estimation of the Parameter of the Rayleigh Distribution under Quadratic Loss Function

This paper is concerned with the problem of finding the minimax estimator of the parameter θ of the Rayleigh distribution for quadratic loss function by applying the theorem of Lehmann (1950).

Bibliographic Details
Main Author: Sanku Dey
Format: Article
Language:English
Published: Ubiquity Press 2008-02-01
Series:Data Science Journal
Subjects:
Bayes estimator
Maximum likelihood estimator
Mean squared error
Minimaxity
Quadratic loss function
Modified Linear-Exponential (MLINEX) Loss function
Online Access:http://datascience.codata.org/articles/306

Internet

http://datascience.codata.org/articles/306

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