Title :
On Shrinkage Estimation of the Exponential Scale Parameter
Author :
Pandey, B.N. ; Srivastava, Rakesh
Author_Institution :
Reader in Statistics; Department of Statistics; Faculty of Science; Banaras Hindu University; Varanasi - 221 005, INDIA.
Abstract :
This paper shows some simple shrunken estimators for the scale parameter of an exponential distribution and compares them with minimum MSE estimator and the estimator proposed by Pandey We have also obtained a Bayes estimator, which is a shrinkage estimator and has smaller MSE than the estimator (sample mean) n/(n + 1) if sample size, n, is small and other restrictions apply.
Keywords :
Estimation error; Exponential distribution; Life estimation; Life testing; Maximum likelihood estimation; Mean square error methods; Parameter estimation; Reliability theory; Bayes estimation; Exponential distribution; Mean square error; Scale parameter; Shrunken estimator;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1985.5222124
