Estimating moments of a selected Pareto population under asymmetric scale invariant loss function
Article
Article Title | Estimating moments of a selected Pareto population under asymmetric scale invariant loss function |
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ERA Journal ID | 857 |
Article Category | Article |
Authors | Al-Mosawi, Riyadh Rustom (Author) and Khan, Shahjahan (Author) |
Editors | Scott, Melvin |
Journal Title | Statistical Papers |
Journal Citation | 57, pp. 183-198 |
Number of Pages | 16 |
Year | 2018 |
Place of Publication | Germany |
ISSN | 0932-5026 |
1613-9798 | |
Digital Object Identifier (DOI) | https://doi.org/10.1007/s00362-016-0758-7 |
Web Address (URL) | https://link.springer.com/article/10.1007/s00362-016-0758-7 |
Abstract | Consider independent random samples from (k≥2) Pareto populations with the same known shape parameter but different scale parameters. Let Xi be the smallest observation of the ith sample. The natural selection rule which selects the population associated with the largest Xi is considered. In this paper, we estimate the moments of the selected population under asymmetric scale invariant loss function. We investigate risk-unbiased, consistency and admissibility of the natural estimators for the moments of the selected population. Finally, the risk-bias’s and risks of the natural estimators are numerically computed and compared for k=2,3. |
Keywords | pareto distribution, estimation following selection, asymmetric scale invariant loss function, risk-unbiased, risk |
ANZSRC Field of Research 2020 | 490599. Statistics not elsewhere classified |
490509. Statistical theory | |
Public Notes | Files associated with this item cannot be displayed due to copyright restrictions. |
Byline Affiliations | University of Dhi-Qar, Iraq |
School of Agricultural, Computational and Environmental Sciences | |
Institution of Origin | University of Southern Queensland |
https://research.usq.edu.au/item/q3638/estimating-moments-of-a-selected-pareto-population-under-asymmetric-scale-invariant-loss-function
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