:: Volume 15, Issue 2 (3-2019) ::
JSRI 2019, 15(2): 301-316 Back to browse issues page
Shrinkage and Bayesian Shrinkage Estimation of the Expected Length of a M/M/1 Queue System
Azadeh Kiapour 1, Mehran Naghizadeh Qomi2
1- Babol branch, Islamic Azad University , Kiapour@baboliau.ac.ir
2- University of Mazandaran
Abstract:   (1942 Views)

In this paper, shrinkage and Bayesian shrinkage

estimation of the expected length (l) in a M/M/1 queue system

is considered. A shrinkage estimator of l is considered when a

priori about l as l_0 is available. The bias and the risk of

shrinkage estimators are derived under a scale-invariant squared

error loss (SISEL) function. A class of Bayes shrinkage estimators

for $l$ is proposed which is a generalization of Bayes shrinkage

estimator and a relative performance of proposed estimators and the

maximum likelihood estimator (MLE) is performed. A simulated data is

given to illustrate the proposed results. Finally, we conclude with

a summary of our contributions.
Keywords: Bayes shrinkage estimator, expected length, M/M/1 queue, scale-invariant squared error loss function.
Full-Text [PDF 736 kb]   (1168 Downloads)    
Type of Study: Research | Subject: General
Received: 2019/02/2 | Accepted: 2019/11/19 | Published: 2019/12/12
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