%0 Journal Article
%A Naghizadeh Qomi, M.
%A Barmoodeh, L.
%T Shrinkage Testimation in Exponential Distribution based on Records under Asymmetric Squared Log Error Loss
%J Journal of Statistical Research of Iran
%V 12
%N 2
%U http://jsri.srtc.ac.ir/article-1-196-en.html
%R 10.18869/acadpub.jsri.12.2.225
%D 2016
%K Digamma function, exponential distribution, records, shrinkage testimators.,
%X 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.
%> http://jsri.srtc.ac.ir/article-1-196-en.pdf
%P 225-238
%& 225
%! Shrinkage Testimation in Exponential Distribution based on ...
%9 Research
%L A-10-1-158
%+
%G eng
%@ 1735-1294
%[ 2016