A Study on the Efficiency of a Two Stage Shrinkage Testimator for the Mean of an Exponential Distribution

  • Published : 1998.04.01

Abstract

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.

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References

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