|
Organizers |
Bayesian Estimation of the Shape Parameter of Pareto Distribution under Asymmetric Loss Function
by
Vijay Kumar
Department of Mathematics & Statistics, DDU Gorakhpur University, Gorakhpur (U. P.) 273009 INDIA
Coauthors: R. S. Srivastava (Department of Mathematics and Statistics, DDU Gorakhpur University, Gorakhpur (U. P.) 273009 INDIA)
The Bayesian estimation problem of the shape parameter of the Pareto distribution using asymmetric loss function which guards against under estimation is considered under quasi and natural conjugate family of prior distributions when scale is known. An attempt is also made to obtain the Bayes estimator of the shape parameter using this loss function under different priors when scale is unknown.
Date received: November 10, 2001
Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caid-66.