Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 0875.62101
Calabria, R.; Pulcini, G.
Point estimation under asymmetric loss functions for left-truncated exponential samples. (English)
[J] Commun. Stat., Theory Methods 25, No.3, 585-600 (1996). ISSN 0361-0926; ISSN 1532-415X/e

Summary: Bayes estimates of the parameters and functions thereof in the left-truncated exponential distribution are derived. Asymmetric loss functions are used to reflect that, in most situations of interest, overestimation of a parameter does not produce the same economic consequence than underestimation. Both the non-informative prior and an informative prior on the reliability level at a prefixed time value are considered, and the statistical performances of the Bayes estimates are compared to those of the maximum likelihood ones through the risk function.

MSC 2000:: *62F10 Point estimation

Keywords: left-truncated exponential distribution; Bayes estimation; asymmetric loss functions; risk function

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]