Shrinkage Testimation of Population Variance under Reflected Gamma Loss
Publish Year: 1395
نوع سند: مقاله کنفرانسی
زبان: English
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شناسه ملی سند علمی:
MMSAS01_005
تاریخ نمایه سازی: 1 مرداد 1397
Abstract:
Shrinkage testimtion is concerned with the problem of making decision about parameter of interest, when a priori as point guess is available about unknwon parameter. In this paper, the problem of the shrinkage testimtion for the variance of a normal distribution under thereFLected gamma loss (RGL) function is considered. Some shrinkage testimators are proposed and their risks are computed under RGL. A comparision study is performed for evaluation of proposed shrinkage testimator.
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Authors
Azadeh Kiapour
Department of Statistics, Babol branch, Islamic Azad Universty, Babol, Iran.