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On unbiased Lehmann-estimators of a variance of an exponential distribution with quadratic loss function.

Jadwiga Kicinska-Slaby — 1982

Trabajos de Estadística e Investigación Operativa

Lehmann in [4] has generalised the notion of the unbiased estimator with respect to the assumed loss function. In [5] Singh considered admissible estimators of function λ-r of unknown parameter λ of gamma distribution with density f(x|λ, b) = λb-1 e-λx xb-1 / Γ(b), x>0, where b is a known parameter, for loss function L(λ -r, λ-r) = (...

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