Minimax estimation of parameter for a class of scale distributions under different loss functions
Yang Lian-w · Journal of Anhui University · 2013
The Bayesian and Minimax estimators of unknown parameter of a class of scale distributions with uniform prior distribution were obtained under three different losses: weighted square error loss,modified linear exponential loss(MLINEX) and symmetric entropy loss function.Finally,by Monte Carlo numerical simulation and calculating the estimator of the mean square error,a numerical compare example was given to illustrate the results.