For estimating an unknown scale parameter of Gamma distribution, we introduce the use of an asymmetric scale invariant loss function reflecting precision of estimation. This loss belongs to the class of precautionary loss functions. The problem of estimation of scale parameter of a Gamma...

For the p-variate Poisson mean, under the sum of weighted squared error losses, weights being reciprocals of variances, a class of proper Bayes minimax estimates dominating the usual estimate, namely the sample mean is produced. An example is given to illustrate this. The interrelation of our...

For estimating an unknown parameter [theta], we introduce and motivate the use of the balanced-type loss function: , where 0[less-than-or-equals, slant][omega][less-than-or-equals, slant]1, q([theta]) is a positive weight function, and [delta]0 is a general "target" estimator. Developments and...

For a vast class of discrete model families with cdf's F[theta], and for estimating [theta] under squared error loss under a constraint of the type [theta][set membership, variant][0,m], we present a general and unified development concerning the minimaxity of a boundary supported prior Bayes...