1403/01/10
مهران نقی زاده قمی

مهران نقی زاده قمی

مرتبه علمی: دانشیار
ارکید:
تحصیلات: دکترای تخصصی
اسکاپوس:
دانشکده: دانشکده علوم ریاضی
نشانی:
تلفن: 01135302473

مشخصات پژوهش

عنوان
Shrinkage Testimation in Exponential Distribution based on Records under Asymmetric Squared Log Error Loss
نوع پژوهش
JournalPaper
کلیدواژه‌ها
Digamma function; exponential distribution; records; shrinkage testimators.
سال
2015
مجله journal of statistical research of iran
شناسه DOI
پژوهشگران Mehran Naghizadeh Qomi ، leila barmoodeh

چکیده

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.