On shrinkage estimation of the exponential location parameter |
| |
| Authors: | Nader Ebrahimi Balakrishna Hosmane |
| |
| Affiliation: | Division of Statistics , Northern Illinois University , DeKalb, IL, 80115 |
| |
| Abstract: | Under the assumption that the exponential distribution is a reasonable model for a given population, some shrinkage estimators for the location parameter based on type 1 and type II censored samples have been derived. It is shown that these estimators dominate maximum likelihood estimators (MLE's) asymptotically under the mean squared error (MSE) criterion. A Monte Carlo study shows a significant improvement of our estimators over MLE's in terms of MSE for small samples. |
| |
| Keywords: | asymptotic mean squared error type I censoring type II censoring shrinkage estimator exponential distribution |
|
