Minimax Estimation of the Scale Parameter of Laplace Distribution under Modified Linear Exponential (MLINEX) Loss Function

Minimax Estimation of the Scale Parameter of Laplace Distribution

Authors

  • M. R. Hasan Leading University

DOI:

https://doi.org/10.3329/jsr.v11i3.39953

Abstract

The main objective of this paper is to find the minimax estimator of the scale parameter of Laplace distribution under MLINEX loss function by applying the theorem of Lehmann (1950). The estimator is then compared with classical estimator like moment estimator with respect to mean square errors (MSEs) through R- Code simulation. The result has shown that the minimax estimator under MLINEX loss function is better than moment estimator for all sample sizes. Finally, mean square errors of different estimators corresponding to sample size are presented graphically.

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Published

2019-09-01

How to Cite

Hasan, M. R. (2019). Minimax Estimation of the Scale Parameter of Laplace Distribution under Modified Linear Exponential (MLINEX) Loss Function: Minimax Estimation of the Scale Parameter of Laplace Distribution. Journal of Scientific Research, 11(3), 273–284. https://doi.org/10.3329/jsr.v11i3.39953

Issue

Vol. 11 No. 3 (2019)

Section

Section A: Physical and Mathematical Sciences

License

© Journal of Scientific Research

Creative Commons License

Articles published in the "Journal of Scientific Research" are Open Access articles under a Creative Commons Attribution-ShareAlike 4.0 International license (CC BY-SA 4.0). This license permits use, distribution and reproduction in any medium, provided the original work is properly cited and initial publication in this journal. In addition to that, users must provide a link to the license, indicate if changes are made and distribute using the same license as original if the original content has been remixed, transformed or built upon.