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:: Volume 12, Issue 2 (3-2016) ::
JSRI 2016, 12(2): 225-238 Back to browse issues page
Shrinkage Testimation in Exponential Distribution based on Records under Asymmetric Squared Log Error Loss
M. Naghizadeh Qomi *, L. Barmoodeh
, m.naghizadeh@umz.ac.ir
Abstract:   (2335 Views)

Received: 1/9/2016                Approved: 6/1/2016‎

 In the present paper, we study shrinkage testimation for the unknown scale parameter $theta>0$ of the exponential distribution based on record data under the asymmetric squared log error loss function. A minimum risk unbiased estimator within the class of the estimators of the form $cT_m$ is derived, where $T_m$ is the maximum likelihood estimate of $theta$. Some shrinkage testimators are proposed and their risks are computed. The relative efficiencies of the shrinkage testimators with respect to a minimum risk unbiased estimator of the form $cT_m$ under the squared log error loss function are calculated for the comparison purposes. An illustrative example is also presented.

Keywords: Digamma function, exponential distribution, records, shrinkage testimators.
Full-Text [PDF 206 kb]   (545 Downloads)    
Type of Study: Research | Subject: General
Received: 2016/07/4 | Accepted: 2016/07/4 | Published: 2016/07/4
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Naghizadeh Qomi M, Barmoodeh L. Shrinkage Testimation in Exponential Distribution based on Records under Asymmetric Squared Log Error Loss. JSRI. 2016; 12 (2) :225-238
URL: http://jsri.srtc.ac.ir/article-1-196-en.html


Volume 12, Issue 2 (3-2016) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
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