DOI QR코드

DOI QR Code

Some Alternative Classes of Shrinkage Estimators for a Scale Parameter of the Exponential Distribution

Singh, Housila P.;Singh, Sarjinder;Kim, Jong-Min

  • Received : 2011.04.22
  • Accepted : 2012.03.05
  • Published : 2012.04.30

Abstract

This paper proposes some alternative classes of shrinkage estimators and analyzes their properties. In particular, some new shrinkage estimators are identified and compared with Pandey (1983), Pandey and Srivastav (1985) and Jani (1991) estimators. Numerical illustrations are also provided.

Keywords

Shrinkage estimators;prior information;scale parameter;bias;mean squared error

References

  1. Jani, P. N. (1991). A class of shrinkage estimators for the scale parameter of the exponential distribution, IEEE Transactions on Reliability, 40, 68-70. https://doi.org/10.1109/24.75337
  2. Kourouklis, S. (1994). Estimation in the 2-parameter exponential distribution with prior information, IEEE Transactions on Reliability, 43, 446-450. https://doi.org/10.1109/24.326444
  3. Pandey, B. N. (1983). Shrinkage estimation of the exponential scale parameter, IEEE Transactions on Reliability, 32, 203-205. https://doi.org/10.1109/TR.1983.5221534
  4. Pandey, B. N. and Srivastava, R. (1985). On shrinkage estimation of the exponential scale parameter, IEEE Transactions on Reliability, 34, 224-226. https://doi.org/10.1109/TR.1985.5222124
  5. Thompson, J. R. (1968). Some shrinkage technique for estimating the mean, Journal of the American Statistical Association, 63, 113-123. https://doi.org/10.2307/2283832