Jinping li; Haiping Ren

Estimation of One-parameter Exponential Family Under Entropy Loss Function Based on Record Values

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Author(s)

Jinping li ^1,* Haiping Ren ²

1. College of Information Science and Technology, Hainan University, Haikou,570228,China

2. School of Software, Jiang Xi University of Science and Technology, Nanchang,330013, China

* Corresponding author.

DOI: https://doi.org/10.5815/ijem.2012.04.11

Received: 24 May 2012 / Revised: 22 Jun. 2012 / Accepted: 27 Jul. 2012 / Published: 29 Aug. 2012

Index Terms

Admissibility, Bayes and empirical Bayes estimators, record values, entropy loss function

Abstract

In this paper, we consider one-parameter exponential family and obtain the minimum variance unbiased estimator , Bayes and empirical Bayes estimators of the unknown parameter based on record values under entropy loss function. The admissibility and inadmissibility of a class of inverse linear estimators are also discussed based on upper records.

Cite This Paper

Jinping Li,Haiping Ren,"Estimation of One-parameter Exponential Family Under Entropy Loss Function Based on Record Values", IJEM, vol.2, no.4, pp.84-92, 2012. DOI: 10.5815/ijem.2012.04.11

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