Far East Journal of Theoretical Statistics
Volume 6, Issue 1, Pages 39 - 48
(January 2002)
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MINIMAX ESTIMATION OF A BOUNDED PARAMETER UNDER SOME BOUNDED
LOSS FUNCTIONS
M. Towhidi (Iran) and J. Behboodian (Iran)
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Abstract: In this paper, estimation of a bounded location parameter
under a reflected normal loss function, and also estimation of a bounded scale
parameter under a reflected gamma loss function is studied.
The minimax estimators for these parameters, when the parameter interval is
small, are determined. |
Keywords and phrases: reflected normal loss,
reflected gamma loss, Bayes estimator, minimax estimation, least favourable
prior. |
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