RT - Journal Article
T1 - Shrinkage Testimation in Exponential Distribution based on Records under Asymmetric Squared Log Error Loss
JF - srtc-jsri
YR - 2016
JO - srtc-jsri
VO - 12
IS - 2
UR - http://jsri.srtc.ac.ir/article-1-196-en.html
SP - 225
EP - 238
K1 - Digamma function
K1 - exponential distribution
K1 - records
K1 - shrinkage testimators.
AB - 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.
LA eng
UL http://jsri.srtc.ac.ir/article-1-196-en.html
M3 10.18869/acadpub.jsri.12.2.225
ER -