Volume 14, Issue 4 (12-2017)                   jor 2017, 14(4): 35-44 | Back to browse issues page

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kiapour A, naghizadeh qomi M. Optimal decision in selected gamma model under a generalized loss function. jor. 2017; 14 (4) :35-44
URL: http://jamlu.liau.ac.ir/article-1-1060-en.html
islamic azade university, babol branch
Abstract:   (2779 Views)

Let $Pi_1,Pi_2$ be two independent gamma populations, where $Pi_i$ has the unknown scale parameter $theta_i$, and the common known shape parameter $alpha>0$. Let $X_{(1)}=min(X_1,X_2)$ and $X_{(2)}=max(X_1,X_2)$. Suppose the population corresponding to the largest $X_{(2)}$ or the smallest $X_{(1)}$ observation is selected. The problem of interest is to estimate the scale parameters $theta_M$ and $theta_J$ of the selected gamma population under a general asymmetric loss function. We characterize admissible and inadmissible estimators of the form $cX_{(2)}$ (or $cX_{(1)}$) within the subclass of invariant estimators of $theta_M$ (or $theta_J$). We derive generalized Bayae estimators of $theta_M$ and $theta_J$ and show that they are linear admissible estimators. Then, we Apply the results for censoring data.

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Type of Study: Research | Subject: Special
Received: 2017/05/6 | Accepted: 2017/10/11 | Published: 2018/01/16

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