Department of Statistics, Faculty of Mathematical Sciences, Alzahra University, Tehran, Islamic Republic of Iran
Abstract
The quadratic loss function has been used by decision-theoretic statisticians and economists for many years. In this paper the estimation of scale parameter under a bounded loss function, which is adequate for assessing quality and quality improvement, is considered with restriction to the principles of invariance and risk unbiasedness. An implicit form of minimum risk scale equivariant estimator and Bayes estimators are obtained. Fisher’s problem of the Nile as an example is included.
Sanjari Farsipour, N. (2016). Estimation of Scale Parameter Under a Bounded Loss Function. Journal of Sciences, Islamic Republic of Iran, 27(2), 169-173.
MLA
N. Sanjari Farsipour. "Estimation of Scale Parameter Under a Bounded Loss Function". Journal of Sciences, Islamic Republic of Iran, 27, 2, 2016, 169-173.
HARVARD
Sanjari Farsipour, N. (2016). 'Estimation of Scale Parameter Under a Bounded Loss Function', Journal of Sciences, Islamic Republic of Iran, 27(2), pp. 169-173.
VANCOUVER
Sanjari Farsipour, N. Estimation of Scale Parameter Under a Bounded Loss Function. Journal of Sciences, Islamic Republic of Iran, 2016; 27(2): 169-173.
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