On Baysian Estimation of Loss of Estimators of Unknown Parameter of Binomial Distribution

Abstract

This paper aims at the Bayesian estimation for the loss and risk functions of the unknown parameter of the binomial distribution under the loss function which is different from that given by Rukhin (1988). The estimation involves beta distribution, a natural conjugate prior density function for the unknown parameter. Estimators obtained are conservatively biased and have finite frequentist risk.