☆ 4.7 Article

Shrinkage estimation for square of location parameter of the exponential distribution with known coefficient of variation

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (2024)

Related references

Note: Only part of the references are listed.

Article Statistics & Probability

Shrinkage estimator for scale parameter of gamma distribution

Gajendra K. Vishwakarma et al.

Summary: This article proposes a shrinkage estimator for the scale parameter of the Gamma distribution when prior information is available, and compares it with the minimum mean square error (MMSE) of its usual estimator in terms of efficiency. The findings show that the proposed shrinkage estimator has a smaller mean square error (MSE) than the MMSE estimator when the prior estimate is good. Numerical illustrations are conducted to highlight the performance of the proposed estimation method compared to other conventional estimators.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION (2022)

Add to Collection

Article Statistics & Probability