International Journal of Reliability and Applications

  • 제16권2호
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  • Pages.55-79
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  • 2015
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  • 1598-0073(pISSN)
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  • 2283-8914(eISSN)
한국신뢰성학회 (The Korean Reliability Society)
권호 표지

Computational procedures for exponential life model incorporating Bayes and shrinkage techniques

  • Al-Hemyari, Zuhair A. (Ministry of Higher Education) ;
  • Al-Dabag, H.A. (Babil University) ;
  • Al-Humairi, Ali Z. (University of Duisburg-Essen)
  • 투고 : 2015.01.20
  • 심사 : 2015.10.13
  • 발행 : 2015.12.31
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초록

It is well known that using any additional information in the estimation of unknown parameters with new sample of observations diminishes the sampling units needed and minimizes the risk of new estimators. There are many rational reasons to assure that the existence of additional information in practice and there exists many practical cases in which additional information is available in the form of target value (initial value) about the unknown parameters. This article is described the problem of how the prior initial value about the unknown parameters can be utilized and combined with classical Bayes estimator to get a new combination of Bayes estimator and prior value to improve the properties of the new combination. In this article, two classes of Bayes-shrinkage and preliminary test Bayes-shrinkage estimators are proposed for the scale parameter of exponential distribution. The bias, risk and risk ratio expressions are derived and studied. The performance of the proposed classes of estimators is studied for different choices of constants engaged in the estimators. The comparisons, conclusions and recommendations are demonstrated.

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참고문헌

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