Communications for Statistical Applications and Methods

  • 제5권1호
  • /
  • Pages.231-238
  • /
  • 1998
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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A Study on the Efficiency of a Two Stage Shrinkage Testimator for the Mean of an Exponential Distribution

  • 발행 : 1998.04.01
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초록

A two stage shrinkage testimator for the mean of an exponential distribution is considered with the assumption that an initial estimate of the mean is available. Mean squared error(MSE) of testimator and its relative efficiency (to usual single sample mean) are briefly reviewed. It is shown that relative efficiency depends only on the ratio of true mean value and its initial estimate.

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참고문헌

  1. Communications in Statistics-Theory and Methods v.16 A Two Stage Shrinkage Testimator for the Mean of an Exponential Distribution Adke, S.R.;Waikar, V.B.;Schuurmann, F.J.
  2. Journal of the American Statistical Associations v.69 Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory Hogg, R.V.
  3. IMSL User's Mannual
  4. Biometrics v.18 Use of Some a Priori Knowledge in the Estimation of Means from Double Samples Katti, S.K.
  5. Journal of the American Statistical Associations v.66 On a Two-stage Estimate of the Mean Waikar, V.B.;Katti, S.K.
  6. Communications in Statistics-Theory and Methods v.13 On a Two-stage Shrinkage Testimator of the Mean of a Normal Distribution Waikar, V.B.;Schuurmann, F.J.;Raghunathan, T.E.