On shrinkage estimation of the exponential location parameter. (English) Zbl 0636.62016
Summary: 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 I 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.
MSC:
62F10 | Point estimation |
62F12 | Asymptotic properties of parametric estimators |
62N05 | Reliability and life testing |
Keywords:
life testing; exponential distribution; shrinkage estimators; location parameter; censored samples; maximum likelihood estimators; mean squared error (MSE) criterion; Monte Carlo studyReferences:
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