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An admissible estimator for the rth power of a bounded scale parameter in a subclass of the exponential family under entropy loss function

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We consider an admissible estimator for the rth power of a scale parameter that is lower or upper bounded in a subclass of the scale-parameter exponential family under the entropy loss function. An admissible estimator for a bounded parameter in the family of transformed chi-square distributions is also given.

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Author information

Correspondence to E. Mahmoudi.

Additional information

Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 64, No. 8, pp. 1138–1147, August, 2012.

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Mahmoudi, E., Torabi, H. & Alikhani, S. An admissible estimator for the rth power of a bounded scale parameter in a subclass of the exponential family under entropy loss function. Ukr Math J 64, 1297–1307 (2013). https://doi.org/10.1007/s11253-013-0717-6

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Keywords

  • Gamma Distribution
  • Exponential Family
  • Joint Density
  • Inverse Gaussian Distribution
  • Joint Density Function