Shrinkage estimation of P(Y < X) in the exponential distribution mixing with exponential distribution |
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| Authors: | Mehdi Jabbari Nooghabi |
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| Institution: | 1. Department of Statistics, Ordered and Spatial Data Center of Excellence, Ferdowsi University of Mashhad, Mashhad, Iranjabbarinm@um.ac.ir |
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| Abstract: | ABSTRACTThe problem of estimation of R = P(Y < X) have been used in the paper. Let X has exponential distribution mixing with exponential distribution with parameters β and θ and Y independently of X has exponential distribution with parameter λ. By using a prior guess or estimate R0, different shrinkage estimators of R are derived. Then the performance of the estimators are discussed. Finally, we compare these results with Baklizei and Dayyeh (2003) approaches. |
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| Keywords: | Shrinkage estimation Exponential distribution Mixing P-value Stress strength model Prior information Maximum likelihood estimator |
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