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:: Volume 13, Issue 1 (9-2016) ::
JSRI 2016, 13(1): 43-58 Back to browse issues page
Preliminary Test and ‎‎Shrinkage Estimations of Scale Parameters for Two Exponential Distributions based on Record Values
Hojatollah Zakerzadeh , Akbar Jafari Ali * , Mahdieh Karimi
, aajafari@yazd.ac.ir
Abstract:   (1372 Views)

Abstract: The exponential distribution is applied in a very wide variety of statistical procedures. Among the most prominent applications are those in the field of life testing and reliability theory. When there are two record samples available for estimating the scale parameter, a preliminary test is usually used to determine whether to pool the samples or use the individual sample. In this paper, the preliminary test estimator and shrinkage estimator are studied. The optimum level of significance for preliminary test estimation and the optimum values of shrinkage coefficient are obtained based on minimax regret criterion under the weighted square error loss function.

Keywords: Mean square error, minimax regret criterion, optimal significance level, preliminary test estimation, record values, shrinkage estimator.
Full-Text [PDF 190 kb]   (373 Downloads)    
Type of Study: Research | Subject: General
Received: 2016/11/23 | Accepted: 2016/11/23 | Published: 2016/11/23
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Zakerzadeh H, Jafari A, Karimi M. Preliminary Test and ‎‎Shrinkage Estimations of Scale Parameters for Two Exponential Distributions based on Record Values. JSRI. 2016; 13 (1) :43-58
URL: http://jsri.srtc.ac.ir/article-1-216-en.html


Volume 13, Issue 1 (9-2016) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
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