Minimax Regret Estimation of Exponential Distribution Based on Record Values Under Weighted Square Error Loss Function
In this paper, we consider the problem of estimating the scale parameter of exponential distribution after preliminary test when the record values are available. The optimal significance levels based on the minimax regret criterion and the corresponding critical values are obtained. This estimat...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Islamic Azad University
2014-12-01
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| Series: | Journal of Mathematical Extension |
| Online Access: | http://ijmex.com/index.php/ijmex/article/view/337/171 |
| Summary: | In this paper, we consider the problem of estimating the
scale parameter of exponential distribution after preliminary test when
the record values are available. The optimal significance levels based on
the minimax regret criterion and the corresponding critical values are
obtained. This estimator is illustrated by a numerical example. |
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| ISSN: | 1735-8299 1735-8299 |