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A class of minimax estimators of the scale parameter of the uniform distribution

Author

Listed:
  • Rukhin, Andrew L.
  • Kuo, Lynn
  • Dey, Dipak K.

Abstract

Estimation of the scale parameter and powers thereof of a uniform distribution with unknown location and scale parameters is considered under scale invariant quadratic loss function. A class of minimax estimators is constructed which improve the usual minimum risk equivariant estimator. Results of numerical study of the relative improvements for the risk of a better scale estimator are reported.

Suggested Citation

  • Rukhin, Andrew L. & Kuo, Lynn & Dey, Dipak K., 1990. "A class of minimax estimators of the scale parameter of the uniform distribution," Statistics & Probability Letters, Elsevier, vol. 9(4), pages 317-321, April.
    • Handle: RePEc:eee:stapro:v:9:y:1990:i:4:p:317-321
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