- Volume 5 Issue 1
A two stage shrinkage testimator for the mean of an exponential distribution is considered with the assumption that an initial estimate of the mean is available. Mean squared error(MSE) of testimator and its relative efficiency (to usual single sample mean) are briefly reviewed. It is shown that relative efficiency depends only on the ratio of true mean value and its initial estimate.
- IMSL User's Mannual
- Biometrics v.18 Use of Some a Priori Knowledge in the Estimation of Means from Double Samples Katti, S.K.
- Communications in Statistics-Theory and Methods v.16 A Two Stage Shrinkage Testimator for the Mean of an Exponential Distribution Adke, S.R.;Waikar, V.B.;Schuurmann, F.J.
- Journal of the American Statistical Associations v.69 Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory Hogg, R.V.
- Journal of the American Statistical Associations v.66 On a Two-stage Estimate of the Mean Waikar, V.B.;Katti, S.K.
- Communications in Statistics-Theory and Methods v.13 On a Two-stage Shrinkage Testimator of the Mean of a Normal Distribution Waikar, V.B.;Schuurmann, F.J.;Raghunathan, T.E.