Minimax estimators for the location parameter of a noncentral exponential distribution when the parameter space is bounded

摘要

Minimax estimators under squared error loss are derived for the location parameter of a noncentral exponential distribution. It is assumed that the location parameter is an element of a fixed bounded interval. For sufficiently small parameter intervals the formula of the minimax estimator is explicitly determined by Eichenauer [1]. In the present paper for larger parameter intervals minimax estimators are computed which correspond with a solution of an integral equation. Numerical results for different lengths of the parameter interval are presented at the end of the paper.