%0 Journal Article
%A Kiapour, Azadeh
%A Naghizadeh Qomi, Mehran
%T Shrinkage and Bayesian Shrinkage Estimation of the Expected Length of a M/M/1 Queue System
%J Journal of Statistical Research of Iran
%V 15
%N 2
%U http://jsri.srtc.ac.ir/article-1-312-en.html
%R 10.29252/jsri.15.2.301
%D 2019
%K Bayes shrinkage estimator, expected length, M/M/1 queue, scale-invariant squared error loss function.,
%X 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.
%> http://jsri.srtc.ac.ir/article-1-312-en.pdf
%P 301-316
%& 301
%!
%9 Research
%L A-10-73-13
%+ Babol branch, Islamic Azad University
%G eng
%@ 1735-1294
%[ 2019