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A New Asymmetric Loss Function: Estimation of Parameter of Exponential Distribution |
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PP: 37-50 |
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doi:10.18576/jsapl/060105
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Author(s) |
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Dinesh Kumar,
Pradip Kumar,
Sanjay Kumar Singh,
Umesh Singh,
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Abstract |
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| A new asymmetric loss function, as a generalization of squared error loss function (SELF) have been proposed. For
application point of view, exponential distribution with scale parameter q have been considered and Bayes estimators of q are
obtained under SELF, LINEX loss function, General entropy Loss Function (GELF) and proposed loss function. The simulation study
is carried out to compare their performances (in sense of having smallest posterior risks). |
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