Preliminary Test Single Stage Shrinkage Estimators for the Scale Parameter of Exponential Distribution

Authors

• Abbas Najm Salman, Department of Mathematics , College of Education for Pure Science - Ibn Al-Haitham, University of Baghdad, Iraq
• Bayda Atiya Kalaf, Department of Mathematics , College of Education for Pure Science - Ibn Al-Haitham, University of Baghdad, Iraq
• Siran Hamza, Department of Mathematics , College of Education for Pure Science - Ibn Al-Haitham, University of Baghdad, Iraq

Abstract

A preliminary test single stage Shrinkage (PTSSS) techniques is used for estimation the scale parameter q of an exponential distribution when a prior knowledge about q is a available in the form of initial estimate q0 of q. It is proposed to estimate q by a testimator that is based upon the result of a test of the hypothesis H0 :q = q0 against the hypothesis HA :q ¹ q0 with level of significance a. If H0 is accepted we take , where the weighting factor is a function of the test statistic for testing H0 or may be constant such that . However if H0 is rejected we take , where and is the classical estimator of q (MLE). Choosing the weighting factor , (i =1,2) appropriately, an expression for the mean squared error (MSE) and Bias of are derived and comparisons are made with classical estimator () in the sense of efficiency and last earlier studies.

DOI

10.33095/jeas.v16i60.1514

Subject Area

Statistical

First Page

17

Last Page

23

Recommended Citation

Salman, A. N., Kalaf, B. A., & Hamza, S. (2010). Preliminary Test Single Stage Shrinkage Estimators for the Scale Parameter of Exponential Distribution. Journal of Economics and Administrative Sciences, 16(60), 17-23. https://doi.org/10.33095/jeas.v16i60.1514