On an admissibility problem involving the moment generating function of the lognormal distribution |
| |
| Authors: | Mohammadi Leila |
| |
| Affiliation: | 14.Mathematical Institute, University of Leiden, P.O. Box 9512, 2300 RA, Leiden, The Netherlands
; |
| |
| Abstract: | A new location invariant loss function is considered and the best invariant estimator of normal mean is obtained. This estimator is a function of the moment generating function of the lognormal distribution. The admissibility is studied of a class of linear estimators of the form cX+d, where X~N(/,C2), with / unknown and C2 known. This yields the admissibility of the best invariant estimator of /. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
