Minimax Estimation of the Scale Parameter of the Laplace Distribution under Different Loss Function
Journal Title: International Journal of Emerging Technologies in Computational and Applied Sciences - Year 2015, Vol 14, Issue 1
Abstract
In this paper, we obtained Minimax estimators of the scale parameter θ for the Laplace distribution under different loss function by applying the theorem of Lehmann [1950]. Some Bayes estimators for the unknown scale parameter θ of Laplace distribution have been obtained, using Non-informative prior (Jeffreys) and Informative priors (Gumbel Type II) under different loss function, represented by (Quadratic loss function, Squared – log error loss function, Entropy loss function). According to Monte-Carlo simulation study, the performance of these estimates is compared depending on the mean squared errors (MSE’s).
Authors and Affiliations
Keywords
Related Articles
- EP ID EP649408
- DOI -
- Views 214
- Downloads 0
APPLICATION OF TOPOGRAPHICAL SURVEY FOR ASSESSMENT OF ISUNJABA GULLY EROSION SITE IN ISU LOCAL GOVT. AREA OF IMO STATE
Topographical survey has been a useful tool to better understand the undulation of terrains (terrain relief), and in particular serve as a planning tool on how to remedy eroded terrains to avoid further degradation/defor...
Theoretical Study of the Angular Frequencies for OPLP in BEC
This paper will focus mainly on angular frequencies of the laser beams and the role which these frequencies play in term of values and shapes of the optical lattice trapping potential OPLP induces through the working fie...
Using of the undetectable perturbations for determining confidence intervals of parameters of overlapping asymmetrical peaks estimated by nonlinear curve fitting
Decomposition of overlapping peaks is one of the most commonly used computer-enhanced procedures of instrumental analytical chemistry which is usually performed by nonlinear fitting a predefined model to the measured dat...
Use of a hypothetically optimal non-recursive digital smoothing filter for comparative study of signal denoising methods in analytical chemistry
We developed a hypothetically optimal non-recursive digital smoothing filter which minimises the sum of the squared norms of the residuals (between true and smoothed signals) and of the smoothed noise. It has been proven...
Performance Evaluation of Major Mobile Network Operators in Owerri Metropolis of Nigeria
Mobile Network Operators (MNO) can significantly improve their profitability growth rates and financial stability by constantly monitoring, analyzing and optimizing the radio network performance to provide better subscri...