Bayes estimators for the location parameter of the normal distribution with unknown variance under the LINEX loss function

摘要

Bayes analysis of the normal model has beenthoroughly investigated by numerous statisticians and reported in the literature. The explicitform of the Bayes estimators under LINEX loss will be derived, which has not been availablein the literature since the estimators are functions of the moment generating function of thet-distribution.