Bayes estimation based on k-record data from a general class of distributions under balanced type loss functions

被引:51
作者
Ahmadi, Jafar [2 ]
Jozani, Mohammad Jafari [3 ,4 ]
Marchand, Eric [5 ]
Parsian, Ahmad [1 ]
机构
[1] Univ Tehran, Sch Math Stat & Comp Sci, Tehran, Iran
[2] Ferdowsi Univ Mahshhad, Sch Math Sci, Mashhad, Iran
[3] Allameh Tabatababie Univ, Fac Econ, Dept Stat, Tehan, Iran
[4] SRTC, Tehan, Iran
[5] Univ Sherbrooke, Dept Math, Sherbrooke, PQ J1K 2R1, Canada
关键词
Admissibility; Bayes estimation; Balanced loss; Squared error loss; LINEX loss; k-Records; STATISTICS; PREDICTION; VALUES; LINEX; MODEL;
D O I
10.1016/j.jspi.2008.07.008
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A semi-parametric class of distributions that includes several well-known lifetime distributions such as exponential, Weibull (one parameter), Pareto, Burr type XII and so on is considered in this paper. Bayes estimation of parameters of interest based on k-record data under balanced type loss functions is developed; and in some cases the admissibility or inadmissibility of the linear estimators is considered. The results are presented under the balanced versions of two well-known loss functions, namely squared error loss (SEL) and Varian's linear-exponential (LINEX) loss. Some recently published results on Bayesian estimation using record data are shown to be special cases of our results. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码:1180 / 1189
页数:10
相关论文
共 23 条
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  • [23] [No title captured]