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Estimation of the mean of the selected population under asymmetric loss function |
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| Authors: | Ahmad Parsian N Sanjari Farsipour |
| Institution: | (1) School of Mathematics, Isfahan University of Technology, Isfahan 84154, Iran (e-mail: ahmad_p@cc.iut.ac.ir), IR;(2) Department of Statistics, Shiraz University, Shiraz 71454, Iran (e-mail: NSF@stat.susc.ac.ir), IR |
| Abstract: | This paper is concerned with the comparison of seven estimators of the mean of the selected population from two normal populations with unknown means and common known variance under an asymmetric loss namely the LINEX loss function. The proposed estimators are invariant under location transformation. The bias and risks of the seven estimators are computed and compared. The conclusion recommend the use of δP (σ) which is simple to use and it is minimax. Received: January 1999 |
| Keywords: | : Asymmetric loss function bias LINEX loss function risk function selected population |
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