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:: Volume 11, Issue 1 (9-2014) ::
JSRI 2014, 11(1): 73-96 Back to browse issues page
Pitman-Closeness of Preliminary Test and Some Classical Estimators Based on Records from Two-Parameter Exponential Distribution
Elham Mirfarah *, Jafar Ahmadi
, mirfarah.elham@gmail.com
Abstract:   (1493 Views)

In this paper, we study the performance of estimators of parametersof two-parameter exponential distribution based on upper records.

The generalized likelihood ratio (GLR) test was used to generate preliminary test estimator (PTE) for both parameters. We have compared the proposed estimator with maximum likelihood (ML) and unbiased estimators (UE) under mean-squared error (MSE) and Pitman measure of closeness (PMC). Analytical as well as graphical methods are used to show the range of parameter in which PTE performs better than ML and UE. Results demonstrate that in the case of that prior information is not too far from its real value, the PTE is superior in compare with ML and UE based on both MSE and PMC criteria. The results of the paper will be useful in estimation with record data in life testing experiments.

Keywords: Preliminary test estimator, maximum likelihood estimator, unbiased estimator, mean-squared error, Pitman measure of closeness, record data
Full-Text [PDF 349 kb]   (364 Downloads)    
Type of Study: Research | Subject: General
Received: 2015/11/28 | Accepted: 2015/11/28 | Published: 2015/11/28
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Mirfarah E, Ahmadi J. Pitman-Closeness of Preliminary Test and Some Classical Estimators Based on Records from Two-Parameter Exponential Distribution. JSRI. 2014; 11 (1) :73-96
URL: http://jsri.srtc.ac.ir/article-1-40-en.html


Volume 11, Issue 1 (9-2014) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
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