In this paper, we construct the EB estim ation for the parameter of the two-dimensional one side truncat ed distribution fam ilies using Linex loss. The convergence rate of EB estimation is given and it is shown tha...In this paper, we construct the EB estim ation for the parameter of the two-dimensional one side truncat ed distribution fam ilies using Linex loss. The convergence rate of EB estimation is given and it is shown that the proposed empirical Bayes estimaiton can be arbitrarily close to 1 under certain conditions.展开更多
LINEX(linear and exponential) loss function is a useful asymmetric loss function. The purpose of using a LINEX loss function in credibility models is to solve the problem of very high premium by suing a symmetric quad...LINEX(linear and exponential) loss function is a useful asymmetric loss function. The purpose of using a LINEX loss function in credibility models is to solve the problem of very high premium by suing a symmetric quadratic loss function in most of classical credibility models. The Bayes premium and the credibility premium are derived under LINEX loss function. The consistency of Bayes premium and credibility premium were also checked. Finally, the simulation was introduced to show the differences between the credibility estimator we derived and the classical one.展开更多
In this paper we consider the problem of estimation of a continuous distribution function under the LINEX loss function. The best invariant estimator is obtained and proved to be minimax for any sample size n ≥ 1.
文摘In this paper, we construct the EB estim ation for the parameter of the two-dimensional one side truncat ed distribution fam ilies using Linex loss. The convergence rate of EB estimation is given and it is shown that the proposed empirical Bayes estimaiton can be arbitrarily close to 1 under certain conditions.
基金Supported by the NNSF of China(71001046)Supported by the NSF of Jiangxi Province(20114BAB211004)
文摘LINEX(linear and exponential) loss function is a useful asymmetric loss function. The purpose of using a LINEX loss function in credibility models is to solve the problem of very high premium by suing a symmetric quadratic loss function in most of classical credibility models. The Bayes premium and the credibility premium are derived under LINEX loss function. The consistency of Bayes premium and credibility premium were also checked. Finally, the simulation was introduced to show the differences between the credibility estimator we derived and the classical one.
基金This research is supported by National Natural Science Foundation of China （No. 10571070）.
文摘In this paper we consider the problem of estimation of a continuous distribution function under the LINEX loss function. The best invariant estimator is obtained and proved to be minimax for any sample size n ≥ 1.
