عنوان
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Shrinkage Testimation in Exponential Distribution based on Records under Asymmetric Squared Log Error Loss
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نوع پژوهش
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مقاله چاپ شده
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کلیدواژهها
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Digamma function; exponential distribution; records; shrinkage testimators.
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چکیده
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In the present paper, we study shrinkage testimation for the unknown scale parameter $\theta>0$ of the exponential distribution based on record data under the asymmetric squared log error loss function. A minimum risk unbiased estimator within the class of the estimators of the form $cT_m$ is derived, where $T_m$ is the maximum likelihood estimate of $\theta$. Some shrinkage testimators are proposed and their risks are computed. The relative efficiencies of the shrinkage testimators with respect to a minimum risk unbiased estimator of the form $cT_m$ under the squared log error loss function are calculated for the comparison purposes. An illustrative example is also presented.
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پژوهشگران
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لیلا برموده (نفر دوم)، مهران نقی زاده قمی (نفر اول)
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