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Naghizadeh Qomi M. Improved estimation in Rayleigh type-II censored data under a bounded loss utilizing a point guess value. JIRSS. 2017; 17 :69-84
URL: http://jirss.irstat.ir/article-1-388-en.html

Department of Statistics, University of Mazandaran, Babolsar, Iran
Abstract:   (502 Views)

‎The problem of shrinkage testimation for the Rayleigh scale‎ ‎parameter θ based on censored samples under the reflected‎ ‎gamma loss function is considered‎. We obtain the minimum risk‎ ‎estimator among a subclass and compute its risk‎. ‎A shrinkage‎ ‎testimator based on acceptance or rejection of a null hypothesis‎ Hθ θ0 is constructed‎, ‎where θ0 is a point‎ ‎guess value of θ‎. ‎The risk of the proposed shrinkage‎ ‎testimator is computed numerically and compared with the minimum‎ ‎risk estimator‎. ‎One data set is analyzed for illustrative‎ ‎purposes‎. 

     
Type of Study: Original Paper | Subject: 62Fxx: Parametric inference
Received: 2016/10/23 | Accepted: 2017/03/22 | Published: 2017/03/22

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