Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Effects of Changing Weighing Factor in a Two Stage Shrinkage Testimator for the Mean of an Exponential Distributions

  • Published : 1998.12.01
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Abstract

Two stage shrinkage testimator is a kind of adaptive estimators based on a test on an initial estimate of parameter. Since weighing factor plays an important roll in assessing the properties of testimator, its choice is extremely crucial in two stage testimation. Adke, Waikar and Schuurmann(1987) proposed a testimator for the mean of an exponential distribution defined with their own weighing factor. Two alternative testimators obtained using changed weighing factors are presented, and their Mean squared error(MSE) formulae are provided in this paper. Their properties are compared with those of existing one by means of MSE.

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References

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