Title :
Shrinkage Estimation Of The Exponential Scale Parameter
Author_Institution :
Lecturer in Statistics; Department of Mathematics & Statistics; Faculty of Science; Banaras Hindu University; Varanasi - 221 005 INDIA.
fDate :
6/1/1983 12:00:00 AM
Abstract :
This paper proposes some shrunken estimators for the scale parameter of an exponential distribution and compares them with the minimum mean squared error (MSE) estimator. The shrunken estimators have smaller MSE than the minimum MSE estimator when the prior estimate is good.
Keywords :
Exponential distribution; Maximum likelihood estimation; Mean square error methods; Parameter estimation; System testing; Exponential distribution; Mean square error; Preliminary test estimator; Preliminary test shrunken estimator; Scale parameter; Shrunken estimator;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1983.5221534
