International Journal of Statistics and Systems
  • Year: 2008
  • Volume: 3
  • Issue: 1

Minimax estimation of the parameter of the pareto distribution under different loss functions

  • Author:
  • Sanku Dey1, A.A. Basumatary2
  • Total Page Count: 11
  • Page Number: 71 to 81

1Department of Statistics, St. Anthony's College, Shillong-793001, Meghalaya, India

2Department of Mathematics, St. Anthony's College, Shillong-793001, Meghalaya, India

Abstract

This paper is concerned with the problem of finding the minimax estimators of the parameter θ of the Pareto distribution under three different loss functions (namely, Quadratic loss function, General entropy loss function and asymmetric squared log error loss function) using Lehmann theorem (1950).

Keywords

Minimaxity, Quadratic loss function, Squared error loss function, General entropy loss function and Squared log error loss function