WANG Dehui, SONG Lixin. Estimation of Exponential Distribution Parameter under Entropy Loss Function Based on Type Ⅱ Censoring[J]. Chinese Journal of Applied Probability and Statistics, 1999, 15(2): 176-186.
Citation: WANG Dehui, SONG Lixin. Estimation of Exponential Distribution Parameter under Entropy Loss Function Based on Type Ⅱ Censoring[J]. Chinese Journal of Applied Probability and Statistics, 1999, 15(2): 176-186.

Estimation of Exponential Distribution Parameter under Entropy Loss Function Based on Type Ⅱ Censoring

  • Based on the first r order statisticsX(1),...,Xr, we consider the estimation of exponential distribtion parameter under entropy loss function. We prove that the minimum risk equivariant is \left\fracT(X)r-1\right^-1, also, the admissibility and inadmissibility of (cTX)+d-1 are studied.
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