Shrinkage Estimation Of The Exponential Scale Parameter
- 1 June 1983
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Reliability
- Vol. R-32 (2) , 203-205
- https://doi.org/10.1109/tr.1983.5221534
Abstract
This paper proposes some shrunken estimators for the scale parameter of an exponential distribution and compares them with the minimum mean squared error (MSE) estimator. The shrunken estimators have smaller MSE than the minimum MSE estimator when the prior estimate is good.Keywords
This publication has 4 references indexed in Scilit:
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- Some Shrinkage Techniques for Estimating the MeanJournal of the American Statistical Association, 1968
- The Utilization of a Known Coefficient of Variation in the Estimation ProcedureJournal of the American Statistical Association, 1964