RT - Journal Article
T1 - Shrinkage and Bayesian Shrinkage Estimation of the Expected Length of a M/M/1 Queue System
JF - srtc-jsri
YR - 2019
JO - srtc-jsri
VO - 15
IS - 2
UR - http://jsri.srtc.ac.ir/article-1-312-en.html
SP - 301
EP - 316
K1 - Bayes shrinkage estimator
K1 - expected length
K1 - M/M/1 queue
K1 - scale-invariant squared error loss function.
AB - 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.
LA eng
UL http://jsri.srtc.ac.ir/article-1-312-en.html
M3 10.29252/jsri.15.2.301
ER -