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A preliminary test single stage Shrinkage (PTSSS) techniques | ||
| journal of Economics And Administrative Sciences/ University of baghdad | ||
| Article 1, Volume 16, Issue 60, 2010, Pages 17-23 | ||
| Abstract | ||
| A preliminary test single stage Shrinkage (PTSSS) techniques is used for estimation the scale parameter of an exponential distribution when a prior knowledge about is a available in the form of initial estimate 0 of . It is proposed to estimate by a testimator that is based upon the result of a test of the hypothesis H0 : = 0 against the hypothesis HA : 0 with level of significance . If H0 is accepted we take , where the weighting factor is a function of the test statistic for testing H0 or may be constant such that . However if H0 is rejected we take , where and is the classical estimator of (MLE). Choosing the weighting factor , (i =1,2) appropriately, an expression for the mean squared error (MSE) and Bias of are derived and comparisons are made with classical estimator ( ) in the sense of efficiency and last earlier studies. | ||
| Keywords | ||
| A preliminary test single stage Shrinkage | ||
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