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One Significance Test Estimator for the Shape Parameter of Generalized Rayleigh Distribution | ||
| Journal of Al-Qadisiyah for Computer Science and Mathematics | ||
| Article 1, Volume 3, Issue 2, 2011, Pages 1-8 PDF (0 K) | ||
| Author | ||
| Abbas Najim Salman | ||
| Abstract | ||
| This paper is concerned with preliminary test single stage Shrinkage estimator for the unknown shape parameter () of two parameter generalized Rayleigh (GR) distribution with known scale parameter (), when a prior knowledge about the shape parameter () is available as initial value (0), using shrinkage weight factor () and pretest region R. This prior knowledge about unknown parameter may be obtaind from past experiences or from a quaintance with similar situation. Expression for the Bias, Mean squared error [MSE] and Relative Efficiency [R.Eff()] for the proposed estimator are derived. Numerical results and conclusions of mentioned expressions are carried out to assess the effects of the considered estimator and to illustrate these results. Tables of these numerical results are demonstrated. Comparisons between introduced estimator with respect to classical estimator and with some existing studies in the sense of mean suqared error or Relative Efficiency are performed. | ||
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