On Shrinkage Estimation of the Exponential Scale Parameter

This paper shows some simple shrunken estimators for the scale parameter of an exponential distribution and compares them with minimum MSE estimator and the estimator proposed by Pandey We have also obtained a Bayes estimator, which is a shrinkage estimator and has smaller MSE than the estimator (sa...

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Bibliographic Details
Published in:IEEE transactions on reliability 1985-01, Vol.R-34 (3), p.224-226
Main Authors: Pandey, B. N., Srivastava, Rakesh
Format: Article
Language:English
Subjects:
Applied sciences
Bayes estimation
Estimation error
Exact sciences and technology
Exponential distribution
Life estimation
Life testing
Maximum likelihood estimation
Mean square error
Mean square error methods
Operational research and scientific management
Operational research. Management science
Parameter estimation
Reliability theory
Reliability theory. Replacement problems
Scale parameter
Shrunken estimator
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Summary:This paper shows some simple shrunken estimators for the scale parameter of an exponential distribution and compares them with minimum MSE estimator and the estimator proposed by Pandey We have also obtained a Bayes estimator, which is a shrinkage estimator and has smaller MSE than the estimator (sample mean) n/(n + 1) if sample size, n, is small and other restrictions apply.
ISSN:0018-9529
1558-1721
DOI:10.1109/TR.1985.5222124