AU - Naghizadeh Qomi, M.
AU - Barmoodeh, L.
TI - Shrinkage Testimation in Exponential Distribution based on Records under Asymmetric Squared Log Error Loss
PT - JOURNAL ARTICLE
TA - srtc-jsri
JN - srtc-jsri
VO - 12
VI - 2
IP - 2
4099 - http://jsri.srtc.ac.ir/article-1-196-en.html
4100 - http://jsri.srtc.ac.ir/article-1-196-en.pdf
SO - srtc-jsri 2
ABĀ - 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.
CP - IRAN
IN -
LG - eng
PB - srtc-jsri
PG - 225
PT - Research
YR - 2016