Bayesian estimators of the location parameter of the normal distribution with unknown variance
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Date
Authors
Van Niekerk, Janet
Bekker, Andriette, 1958-
Journal Title
Journal ISSN
Volume Title
Publisher
South African Statistical Association
Abstract
The estimation of a location parameter of the normal distribution has been widely discussed and
applied in various situations. The Bayes estimators under Linear Exponential (LINEX) loss are
functions of the moment generating function of the Student’s t-distribution and are therefore
unknown. In this paper the explicit Bayes estimators of the location parameter of the normal
model for two different loss functions, the re1flected normal loss and the LINEX loss functions
are proposed and evaluated. The performances of these estimators are evaluated using Monte
Carlo simulation.
Description
Keywords
Bayesian estimators, Location parameter, Normal distribution
Sustainable Development Goals
Citation
Van Niekerk, J & Bekker, A 2012, 'Bayesian estimators of the location parameter of the normal distribution with unknown variance', South African Statistical Journal, Special issue 1, pp. 10-17.