Record Values Under the Weighted Square Error Loss Function for Minimax Regret Estimation of Exponential Distribution

Authors

  • A M Girija
  • K R Girish
  • Dr N Prabhudeva

Keywords:

Maximum likelihood estimator,, minimax regret criterion,, optimal significance levels,, preliminary test estimator, record values

Abstract

With the availability of record data, this work
examines the issue of estimating the scale parameter of an
exponential distribution after a preliminary test. We find the
crucial values and the best significance levels according to the
minimax regret criteria. A numerical example is provided to
demonstrate this estimate.

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Published

2019-05-23

Issue

Vol. 9 No. 2 (2019): Vol. 9 No. 2 (2019)

Section

Articles