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Invariance of Estimator of Scale Parameter under a Class of Symmetric Loss

XU Bao1,2, WANG Dehui1, FU Zhihui1,3   

  1. 1. Institute of Mathematics, Jilin University, Changchun 130012, China; 2. School of Mathematics, Jilin Normal University, Siping 136000, Jilin Province, China;3. School of Mathematics and System Science, Shenyang Normal University, Shenyang 110034, China
  • Received:2006-11-10 Revised:1900-01-01 Online:2007-09-26 Published:2007-09-26
  • Contact: WANG Dehui

Abstract: For scaleparameter family c(x,n)ηe-T(x)/η, we dealt with the property of the Bayes estimator and the admissible estimator of η=τr with the theory of intergral transformation, under the function of symmetricentropy loss L(η,d)=ν(η/d+d/η-2), for a random sample of size n arising from scaleparameter population {(1/τ) f(x/τ), τ>0}. We have proved the invariance of the two estimators in one-one mapping.

Key words: symmetric entropy loss, Bayes estimator, admissible estimator, scale parameter, invariance

CLC Number: 

  • O212.5