On Shrinkage Estimation of the Exponential Scale Parameter
- 1 August 1985
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Reliability
- Vol. R-34 (3) , 224-226
- https://doi.org/10.1109/tr.1985.5222124
Abstract
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.Keywords
This publication has 2 references indexed in Scilit:
- Shrinkage Estimation Of The Exponential Scale ParameterIEEE Transactions on Reliability, 1983
- Some Shrinkage Techniques for Estimating the MeanJournal of the American Statistical Association, 1968