Author

• Mehran Naghizadeh Qomi

Department of Statistics, University of Mazandaran, Babolsar, Iran

Abstract

‎The problem of shrinkage testimation (test-estimation) 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 H0 : θ = 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. ‎A data set is analyzed for illustrative‎ ‎purposes‎. ‎

Keywords

• Censored data‎
• ‎Rayleigh distribution‎
• ‎Reflected gamma loss functionon