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Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted

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  • Wan, Alan T. K.
  • Zou, Guohua
  • Lee, Andy H.

Abstract

This paper considers the problems of minimax and [Gamma]-minimax estimation under the LINEX loss function when the parameter space is restricted. A general property of the risk of the Bayes estimator with respect to the two-point prior is presented. Minimax and [Gamma]-minimax estimators of the parameter of the Poisson distribution are obtained when the parameter of interest is known to lie in a small parameter space.

Suggested Citation

  • Wan, Alan T. K. & Zou, Guohua & Lee, Andy H., 2000. "Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted," Statistics & Probability Letters, Elsevier, vol. 50(1), pages 23-32, October.
    • Handle: RePEc:eee:stapro:v:50:y:2000:i:1:p:23-32
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    References listed on IDEAS

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