Estimation of One Parameter Exponential Family Under A Precautionary Loss Function Based on Record Values

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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.


Received: 23 Feb. 2012 / Revised: 12 Apr. 2012 / Accepted: 15 May 2012 / Published: 29 Jun. 2012

Index Terms

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


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

Cite This Paper

Jinping li,Haiping Ren,"Estimation of One Parameter Exponential Family Under A Precautionary Loss Function Based on Record Values", IJEM, vol.2, no.3, pp.75-81, 2012. DOI: 10.5815/ijem.2012.03.11 


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