Interval Shrinkage Estimators of Scale Parameter of Exponential Distribution in the Presence of Outliers

被引：0

作者：

Nasiri, P. ^{[1
]}

Ebrahimi, F. ^{[1
]}

机构：

[1] Univ Payam Noor, Dept Stat, Tehran 193954697, Iran

来源：

MALAYSIAN JOURNAL OF MATHEMATICAL SCIENCES | 2019年 / 13卷 / 01期

关键词：

Interval information; mean square error; shrinkage estimator; two parameter exponentioal distribution; outliers;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The purpose of this paper is to find an estimation for scale parameter of exponential distribution with some extreme observations which are named outliers. We assume a guess value to find the shrinkage estimators and an interval for unknown parameter to obtain a new estimator that is called interval shrinkage estimator. It is shown that the mean square error of the interval shrinkage estimator is less than the shrinkage estimator base on the performing simulation study. Finally, we come to this conclusion that for some samples, interval shrinkage estimator gives better results in estimation of an unknown parameter.

引用

页码：75 / 85

页数：11

共 10 条

[1]

[Anonymous], 1980, IDENTIFICATION OUTLI, DOI DOI 10.1007/978-94-015-3994-4

[2]

BHATTACHSK, 1974, J AM STAT ASSOC, V69, P726

[3]

Dixit U. J., 2001, METRON, V49, P198

[4] SOME THEOREMS RELEVANT TO LIFE TESTING FROM AN EXPONENTIAL DISTRIBUTION [J].