An admissible estimator for the <i>r</i> th power of a bounded scale-parameter in a subclass of the exponential family under entropy loss function

Abstract

We consider an admissible estimator for the rth power of a scale parameter that is lower or upper bounded in a subclass of the scale-parameter exponential family under entropy loss function. An admissible estimator of a bounded parameter in the family of transformed chi-square distributions is also given.