Artikel ; Online: SHRINKAGE TESTIMATORS OF SCALE PARAMETER FOR EXPONENTIAL MODEL UNDER ASYMMETRIC LOSS FUNCTION
Journal of Reliability and Statistical Studies, Vol 3, Iss 2, Pp 11-
2010 Band 25
Abstract: The present paper proposes shrinkage testimator(s) for the scale parameter for anexponential distribution. An important feature of the proposed testimator is that, it removes thearbitrariness in the choice of shrinkage factor (weights) by making it ... ...
Abstract | The present paper proposes shrinkage testimator(s) for the scale parameter for anexponential distribution. An important feature of the proposed testimator is that, it removes thearbitrariness in the choice of shrinkage factor (weights) by making it dependent on the teststatistic. The risk properties of the proposed testimator(s) have been studied under asymmetricloss function. It has been observed that the proposed testimator performs better than the classicalUniformly Minimum Variance Unbiased Estimator (UMVUE). Recommendations regarding itsapplications for various degrees of asymmetry (over/under estimator), level(s) of significancehave been made. |
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Schlagwörter | Exponential distribution ; scale parameter ; preliminary test ; level of significance ; asymmetric loss function ; relative risk. ; Probabilities. Mathematical statistics ; QA273-280 ; Mathematics ; QA1-939 ; Science ; Q ; DOAJ:Statistics ; DOAJ:Mathematics and Statistics |
Sprache | Englisch |
Erscheinungsdatum | 2010-01-01T00:00:00Z |
Verlag | Ankur Printing Palace |
Dokumenttyp | Artikel ; Online |
Datenquelle | BASE - Bielefeld Academic Search Engine (Lebenswissenschaftliche Auswahl) |
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