Open AccessPreliminary test shrinkage estimators for the shape parameter of generalized exponential distribution
Author(s) -
Abbas Najim Salman,
Rana Hadi
Publication year - 2016
Publication title -
international journal of applied mathematical research
Language(s) - English
Resource type - Journals
ISSN - 2227-4324
DOI - 10.14419/ijamr.v5i4.6573
Subject(s) - mathematics , estimator , mean squared error , shrinkage estimator , efficient estimator , scale parameter , shape parameter , shrinkage , efficiency , statistics , bias of an estimator , exponential distribution , exponential function , trimmed estimator , stein's unbiased risk estimate , minimum variance unbiased estimator , mathematical analysis
The present paper deals with the estimation of the shape parameter α of Generalized Exponential GE (α, λ) distribution when the scale parameter λ is known, by using preliminary test single stage shrinkage (SSS) estimator when a prior knowledge available about the shape parameter as initial value due past experiences as well as optimal region R for accepting this prior knowledge.The Expressions for the Bias [B (.)], Mean Squared Error [MSE] and Relative Efficiency [R.Eff (.)] for the proposed estimator is derived.Numerical results about conduct of the considered estimator are discussed include study the mentioned expressions. The numerical results exhibit and put it in tables.Comparisons between the proposed estimator withe classical estimator as well as with some earlier studies were made to show the effect and usefulness of the considered estimator.