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.
