AN ADMISSIBLE ESTIMATOR OF THE POWERS OF A BOUNDED SCALE-PARAMETER UNDER MODIFIED LINEX LOSS FUNCTION

A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower or upper bounded, an admissible estimator under modified linex loss function is presented.

Keywords:

Modified linex loss function , Transformed chisquare distributions , Truncared parameter space