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Problemy Peredachi Informatsii, 1986, Volume 22, Issue 3, Pages 77–87 (Mi ppi947)  
Methods of Signal Processing

Optimal Estimation of Scale Parameters

A. G. Tartakovskii
Full-text PDF (1155 kB)
Abstract: We solve the problem of optimal estimation (in the class of regular estimators) of a scale parameter defined as the inverse of the observation mean with quadratic and nonquadratic loss functions. The general results are applied to construct point and interval estimators of the parameter of the gamma distribution.
Received: 21.09.1983
Revised: 05.02.1986
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.27
Language: Russian
Citation: A. G. Tartakovskii, “Optimal Estimation of Scale Parameters”, Probl. Peredachi Inf., 22:3 (1986), 77–87; Problems Inform. Transmission, 22:3 (1986), 222–231
Citation in format AMSBIB
\Bibitem{Tar86}
\by A.~G.~Tartakovskii
\paper Optimal Estimation of Scale Parameters
\jour Probl. Peredachi Inf.
\yr 1986
\vol 22
\issue 3
\pages 77--87
\mathnet{http://mi.mathnet.ru/ppi947}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=865600}
\zmath{https://zbmath.org/?q=an:0611.62024}
\transl
\jour Problems Inform. Transmission
\yr 1986
\vol 22
\issue 3
\pages 222--231
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