Empirical Bayes Estimators for Mean Parameter of Exponential Distribution with Conjugate Inverse Gamma Prior Under Stein’s Loss

A Bayes estimator for a mean parameter of an exponential distribution is calculated using Stein’s loss, which equally penalizes gross overestimation and underestimation. A corresponding Posterior Expected Stein’s Loss (PESL) is also determined. Additionally, a Bayes estimator for a mean parameter is...

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Bibliografische gegevens

Hoofdauteurs:	Zheng Li, Ying-Ying Zhang, Ya-Guang Shi
Formaat:	Artigo
Taal:	Inglês
Gepubliceerd in:	MDPI AG 2025-05-01
Reeks:	Mathematics
Onderwerpen:	empirical Bayes estimators exponential-inverse gamma model method of maximum likelihood estimation (MLE) method of moments Stein’s loss
Online toegang:	https://www.mdpi.com/2227-7390/13/10/1658
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