On the estimation of the shape parameter of the gamma distribution in second-order asymptotics |
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Authors: | Yoshiji Takagi |
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Affiliation: | Faculty of Education, Nara University of Education, Takabatake-cho, Nara 630-8528, Japan |
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Abstract: | In the two-parameter case with parameter orthogonality, we propose a method of constructing an estimator with second-order admissibility under any loss function with a given loss coefficient. Furthermore, we give a sufficient condition for any estimator to be second-order admissible or inadmissible. On the basis of these results, the problem of estimating the shape parameter of the gamma distribution is discussed at the level of second-order asymptotics. |
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Keywords: | Shape parameter of gamma distribution Second-order admissibility Loss coefficient |
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