Authors

• Azadeh Kiapour ¹
• Mehran Naghizadeh Qomi ²

¹ Islamic Azad university, Babol branch

² babolsar-university of mazandaran-department of statistics

Abstract

Shrinkage preliminary test estimation in exponential distribution under a precautionary loss function is considered. The minimum risk-unbiased estimator is derived and some shrinkage preliminary test estimators are proposed. We apply our results on censored data and records. The relative efficiencies of proposed estimators with respect to the minimum ‎risk-unbiased‎  estimator based on record data under the considered loss function are computed for evaluating the performance of these ‎estimators.

Keywords

• censored data
• Exponential Distribution
• Precautionary loss function
• Records
• Shrinkage testimators