Shrinkage Preliminary Test Estimation under a Precautionary Loss Function with Applications on Records and Censored Ddata

Authors
Azadeh Kiapour 1
Mehran Naghizadeh Qomi 2
1 Islamic Azad university, Babol branch
2 babolsar-university of mazandaran-department of statistics
10.18869/acadpub.jirss.15.2.73
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
Journal of the Iranian Statistical Society
Volume 15, Issue 2
August 2016
Pages 73-85

  • Receive Date 23 July 2022