Journal of Advanced Statistics

Download PDF (242.3 KB) PP. 63 - 70 Pub. Date: June 13, 2016

DOI: 10.22606/jas.2016.12002

• N. Sanjari Farsipour^*
  Department of Statistics, Faculty of Mathematical sciences, Alzahra University, Tehran, Iran

In this paper we consider the estimation of parameters under a bounded asymmetric loss function. The Bayes and invariant estimator of location and scale parameters in the presence and absence of a nuisance parameter is considered. Some examples in this regard are included.

Bayes estimation; invariance; location parameter; scale parameter; bounded Asymmetric loss.

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