ESTIMATION OF SCALE PARAMETER UNDER A REFLECTED GAMMA LOSS FUNCTION

Abstract

In this paper, the estimation of a scale parameter t under a new and bounded loss
function, based on a reflection of the gamma density function, is discussed. The best
scale-invariant estimator of tis obtained and the admissibility of all linear functions
of the sufficient statistic, for estimating t in the absence of a nuisance parameter, is
investigated