EN
Comparison of loss functions for estimating the scale parameter of log-normal distribution using non-informative priors
Abstract
The estimation of parameters of distributions is a core topic in the
literature on Statistical methodology. Many Bayesian and classical approaches have been derived for estimating parameters. In this study,
Bayesian estimation technique is adopted for the comparison of two
non-informative priors and six loss functions to estimate the scale parameter of Log-Normal distribution assuming fixed values of location
parameter. The main purpose of this study is to search for a suitable
prior when no prior information is available and to look for an appropriate loss function for estimation of the scale parameter of Log-Normal
distribution. Through simulation study, comparisons are made on the
basis of the posterior variances, coefficients of skewness, ex-kurtosis and
Bayes risks. The simulation results are verified through a real data set
of lung cancer patients.
Keywords
References
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Details
Primary Language
English
Subjects
Statistics
Journal Section
Research Article
Publication Date
December 1, 2016
Submission Date
August 21, 2015
Acceptance Date
October 28, 2015
Published in Issue
Year 2016 Volume: 45 Number: 6
APA
Khan, A. A., Aslam, M., Hussain, Z., & Tahir, M. (2016). Comparison of loss functions for estimating the scale parameter of log-normal distribution using non-informative priors. Hacettepe Journal of Mathematics and Statistics, 45(6), 1831-1845. https://izlik.org/JA96ZU99ZU
AMA
1.Khan AA, Aslam M, Hussain Z, Tahir M. Comparison of loss functions for estimating the scale parameter of log-normal distribution using non-informative priors. Hacettepe Journal of Mathematics and Statistics. 2016;45(6):1831-1845. https://izlik.org/JA96ZU99ZU
Chicago
Khan, Akbar Ali, Muhammad Aslam, Zawar Hussain, and Muhammad Tahir. 2016. “Comparison of Loss Functions for Estimating the Scale Parameter of Log-Normal Distribution Using Non-Informative Priors”. Hacettepe Journal of Mathematics and Statistics 45 (6): 1831-45. https://izlik.org/JA96ZU99ZU.
EndNote
Khan AA, Aslam M, Hussain Z, Tahir M (December 1, 2016) Comparison of loss functions for estimating the scale parameter of log-normal distribution using non-informative priors. Hacettepe Journal of Mathematics and Statistics 45 6 1831–1845.
IEEE
[1]A. A. Khan, M. Aslam, Z. Hussain, and M. Tahir, “Comparison of loss functions for estimating the scale parameter of log-normal distribution using non-informative priors”, Hacettepe Journal of Mathematics and Statistics, vol. 45, no. 6, pp. 1831–1845, Dec. 2016, [Online]. Available: https://izlik.org/JA96ZU99ZU
ISNAD
Khan, Akbar Ali - Aslam, Muhammad - Hussain, Zawar - Tahir, Muhammad. “Comparison of Loss Functions for Estimating the Scale Parameter of Log-Normal Distribution Using Non-Informative Priors”. Hacettepe Journal of Mathematics and Statistics 45/6 (December 1, 2016): 1831-1845. https://izlik.org/JA96ZU99ZU.
JAMA
1.Khan AA, Aslam M, Hussain Z, Tahir M. Comparison of loss functions for estimating the scale parameter of log-normal distribution using non-informative priors. Hacettepe Journal of Mathematics and Statistics. 2016;45:1831–1845.
MLA
Khan, Akbar Ali, et al. “Comparison of Loss Functions for Estimating the Scale Parameter of Log-Normal Distribution Using Non-Informative Priors”. Hacettepe Journal of Mathematics and Statistics, vol. 45, no. 6, Dec. 2016, pp. 1831-45, https://izlik.org/JA96ZU99ZU.
Vancouver
1.Akbar Ali Khan, Muhammad Aslam, Zawar Hussain, Muhammad Tahir. Comparison of loss functions for estimating the scale parameter of log-normal distribution using non-informative priors. Hacettepe Journal of Mathematics and Statistics [Internet]. 2016 Dec. 1;45(6):1831-45. Available from: https://izlik.org/JA96ZU99ZU