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Mehran Naghizadeh Qomi

Mehran Naghizadeh Qomi

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics - University of Mazandaran - Babolsar- Iran
Phone: 01135302473

Research

Title
Shrinkage and Bayesian Shrinkage Estimation of the Expected Length of a M/M/1 Queue System
Type
JournalPaper
Keywords
Bayes shrinkage estimator, expected length, M/M/1 queue, scale-invariant squared error loss function.
Year
2018
Journal journal of statistical research of iran
DOI
Researchers Mehran Naghizadeh Qomi ، azadeh kiapour

Abstract

In this paper, shrinkage and Bayesian shrinkage estimation of the expected length (l) in a M/M/1 queue system is considered. A shrinkage estimator of l is considered when a priori about l as l_0 is available. The bias and the risk of shrinkage estimators are derived under a scale-invariant squared error loss (SISEL) function. A class of Bayes shrinkage estimators for $l$ is proposed which is a generalization of Bayes shrinkage estimator and a relative performance of proposed estimators and the maximum likelihood estimator (MLE) is performed. A simulated data is given to illustrate the proposed results. Finally, we conclude with a summary of our contributions.