Title : ( Shrinkage Estimation of P(Y X) in the Exponential Distribution Mixing with Exponential Distribution )
Authors: Mehdi Jabbari Nooghabi ,
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Abstract
We consider the problem of estimation of R = P(Y <X) where X and Y have independent distributions. X have exponential distribution mixing with exponential distribution with parameters β and θ. Assuming that there is a prior guess or estimate R0. We obtain various shrinkage estimators of R that incorporate this prior information. The performance of the new estimators is investigated and compared with the maximum likelihood estimator using Monte Carlo methods. It is found that some of these estimators are very successful in taking advantage of the prior estimate available. Finally, we compare these results with Baklizei and Dayyeh (2003) approaches.
Keywords
, Shrinkage estimation, Exponential distribution, Mixing, P-value, Stress strength model, Prior information, Maximum likelihood estimator
@article{paperid:1036908,
author = {Jabbari Nooghabi, Mehdi},
title = {Shrinkage Estimation of P(Y X) in the Exponential Distribution Mixing with Exponential Distribution},
journal = {Communications in Statistics - Theory and Methods},
year = {2016},
volume = {43},
number = {1},
month = {January},
issn = {0361-0926},
pages = {1477--1486},
numpages = {9},
keywords = {Shrinkage estimation; Exponential distribution; Mixing; P-value; Stress
strength model; Prior information; Maximum likelihood estimator},
}
%0 Journal Article
%T Shrinkage Estimation of P(Y X) in the Exponential Distribution Mixing with Exponential Distribution
%A Jabbari Nooghabi, Mehdi
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2016
