Preliminary Test and Shrinkage Estimations of Scale Parameters for Two Exponential Distributions based on Record Values
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Publication:6277806
arXiv1609.06819MaRDI QIDQ6277806FDOQ6277806
Mahdieh Karimi, Hojatollah Zakerzadeh, Aliakbar Jafari
Publication date: 22 September 2016
Abstract: The exponential distribution is applied in a very wide variety of statistical procedures. Among the most prominent applications are those in the field of life testing and reliability theory. When there are two record samples available for estimating the scale parameter, a preliminary test is usually used to determine whether to pool the samples or use the individual sample. In this paper, the preliminary test estimator and shrinkage estimator are studied. The optimum level of significance for preliminary test estimation and the optimum values of shrinkage coefficient are obtained based on minimax regret criterion under the weighted square error loss function.
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