Open AccessOn Shrunken Estimation of Generalized Exponential Distribution
Author(s) -
عباس نجم سلمان,
الاء ماجد,
مها عبد الجبار
Publication year - 2011
Publication title -
mağallaẗ al-ʿulūm al-iqtiṣādiyyaẗ wa-al-idāriyyaẗ
Language(s) - English
Resource type - Journals
eISSN - 2518-5764
pISSN - 2227-703X
DOI - 10.33095/jeas.v17i64.959
Subject(s) - estimator , mathematics , mean squared error , efficient estimator , scale parameter , statistics , shrinkage estimator , bias of an estimator , exponential function , efficiency , stein's unbiased risk estimate , estimation theory , trimmed estimator , exponential distribution , minimum variance unbiased estimator , mathematical analysis
This paper deal with the estimation of the shape parameter (a) of Generalized Exponential (GE) distribution when the scale parameter (l) is known via preliminary test single stage shrinkage estimator (SSSE) when a prior knowledge (a0) a vailable about the shape parameter as initial value due past experiences as well as suitable region (R) for testing this prior knowledge.
The Expression for the Bias, Mean squared error [MSE] and Relative Efficiency [R.Eff(×)] for the proposed estimator are derived. Numerical results about behavior of considered estimator are discussed via study the mentioned expressions. These numerical results displayed in annexed tables. Comparisons between the proposed estimator and the classical estimator as well as with some earlier studies were made to shown the effect and usefulness of the considered estimator.