Estimating moments of a selected pareto population under asymmetric scale invariant loss function

Al-Mosawi, Riyadh Rustom and Khan, Shahjahan (2016) Estimating moments of a selected pareto population under asymmetric scale invariant loss function. Statistical Papers, 57. pp. 1-16. ISSN 0932-5026

Abstract

Consider independent random samples from (k � 2) Pareto populations with the same known shape parameter but different scale parameters. Let Xi be the smallest observation of the ith sample. The natural selection rule which selects the population associated with the largest Xi is considered. In this paper, we estimate the
moments of the selected population under asymmetric scale invariant loss function. We investigate risk-unbiased, consistency and admissibility of the natural estimators
for the moments of the selected population. Finally, the risk-bias's and risks of the natural estimators are numerically computed and compared for k = 2; 3:


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Item Type: Article (Commonwealth Reporting Category C)
Refereed: Yes
Item Status: Live Archive
Additional Information: Published online 24 February 2016. Author's and Published versions restricted, in accordance with the copyright policy of the publisher.
Faculty / Department / School: Current - Faculty of Health, Engineering and Sciences - School of Agricultural, Computational and Environmental Sciences
Date Deposited: 29 Feb 2016 00:19
Last Modified: 12 Sep 2017 05:15
Uncontrolled Keywords: pareto distribution, estimation following selection, asymmetric scale invariant loss function, risk-unbiased, risk
Fields of Research : 01 Mathematical Sciences > 0104 Statistics > 010499 Statistics not elsewhere classified
01 Mathematical Sciences > 0104 Statistics > 010405 Statistical Theory
Socio-Economic Objective: E Expanding Knowledge > 97 Expanding Knowledge > 970101 Expanding Knowledge in the Mathematical Sciences
Identification Number or DOI: 10.1007/s00362-016-0758-7
URI: http://eprints.usq.edu.au/id/eprint/28925

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