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 |
| _version_ | 1818256256920453120 |
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| author | H. Zakerzadeh M. Karimi |
| author_facet | H. Zakerzadeh M. Karimi |
| author_sort | H. Zakerzadeh |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-12T17:24:52Z |
| format | Article |
| id | doaj.art-51d039b24bcf4e759c812d818fdedf43 |
| institution | Directory Open Access Journal |
| issn | 1735-8299 1735-8299 |
| language | English |
| last_indexed | 2024-12-12T17:24:52Z |
| publishDate | 2014-12-01 |
| publisher | Islamic Azad University |
| record_format | Article |
| series | Journal of Mathematical Extension |
| spelling | doaj.art-51d039b24bcf4e759c812d818fdedf432022-12-22T00:17:34ZengIslamic Azad UniversityJournal of Mathematical Extension1735-82991735-82992014-12-018418Minimax Regret Estimation of Exponential Distribution Based on Record Values Under Weighted Square Error Loss FunctionH. Zakerzadeh0M. Karimi1Yazd UniversityYazd UniversityIn 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.http://ijmex.com/index.php/ijmex/article/view/337/171 |
| spellingShingle | H. Zakerzadeh M. Karimi Minimax Regret Estimation of Exponential Distribution Based on Record Values Under Weighted Square Error Loss Function Journal of Mathematical Extension |
| title | Minimax Regret Estimation of Exponential Distribution Based on Record Values Under Weighted Square Error Loss Function |
| title_full | Minimax Regret Estimation of Exponential Distribution Based on Record Values Under Weighted Square Error Loss Function |
| title_fullStr | Minimax Regret Estimation of Exponential Distribution Based on Record Values Under Weighted Square Error Loss Function |
| title_full_unstemmed | Minimax Regret Estimation of Exponential Distribution Based on Record Values Under Weighted Square Error Loss Function |
| title_short | Minimax Regret Estimation of Exponential Distribution Based on Record Values Under Weighted Square Error Loss Function |
| title_sort | minimax regret estimation of exponential distribution based on record values under weighted square error loss function |
| url | http://ijmex.com/index.php/ijmex/article/view/337/171 |
| work_keys_str_mv | AT hzakerzadeh minimaxregretestimationofexponentialdistributionbasedonrecordvaluesunderweightedsquareerrorlossfunction AT mkarimi minimaxregretestimationofexponentialdistributionbasedonrecordvaluesunderweightedsquareerrorlossfunction |