JOURNAL OF THE JAPAN STATISTICAL SOCIETY
Online ISSN : 1348-6365
Print ISSN : 1882-2754
ISSN-L : 1348-6365
Articles
Estimation of Bounded Location and Scale Parameters
Tatsuya Kubokawa
Author information
JOURNAL FREE ACCESS

2005 Volume 35 Issue 2 Pages 221-249

Details
Abstract

This paper addresses the issue of deriving estimators improving on the best location equivariant (or Pitman) estimator under the squared error loss when a location parameter is restricted to a bounded interval. A class of improved estimators is constructed, and it is verified that the Bayes estimator for the uniform prior over the bounded interval and the truncated estimator belong to the class. This paper also obtains the sufficient conditions for the density under which the class includes the Bayes estimators with respect to the two-point boundary symmetric prior and general continuous prior distributions when a symmetric density is considered for the location family. It is demonstrated that the conditions on the symmetric density can be applied to logistic, double exponential and t-distributions as well as to a normal distribution. These conditions can be also applied to scale mixtures of normal distributions. Finally, some similar results are developed in the scale family.

Content from these authors
© 2005 Japan Statistical Society
Previous article Next article
feedback
Top