Shrinkage Estimators for the Exponential Scale Parameter under Multiply Type II Censoring
DOI:
https://doi.org/10.17713/ajs.v34i1.397Abstract
We consider the problem of estimating the scale parameter of an exponential distribution under multiply type II censoring when a prior point guess of the parameter value is available. Shrinkage estimators are obtained from the approximate maximum likelihood estimators proposed in Singh et al. (2004) and in Balasubramanian and Balakrishnan (1992). These estimators are then compared by their simulated mean squared errors.References
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Singh, U., Kumar, A., and Upadhyay, S. K. (2004). Maximum likelihood estimators of the parameter of exponential distribution under multiply type II censoring. Assam Statistical Review, 18.
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