INTERNATIONAL CONFERENCE OF STATISTICS ON THE OCCASION OF THE SESQUICENTENNIAL CELEBRATION OF UNIVERSITY OF MUMBAI , 2007-05-31

Title : ( Shrinkage Estimation of in the Exponential Distribution in the Presence of Outliers Generated from Exponential Distribution )

Authors: Mehdi Jabbari Nooghabi ,

Citation: BibTeX | EndNote

We consider the problem of estimation R = Ρ(Y < X ) where X and Y have independent distributions. X have exponential distribution mixing with exponential distribution with parameters β and θ . Y have exponential distribution with parameter λ . Assuming that there is a prior guess or estimate 0 R . We develop 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. Recommendations concerning the use of these estimators are presented. Finally, we compare these results with A. Baklizi and W. A. Dayyeh approaches.

Keywords

Shrinkage estimation; Exponential distribution; Mixing; pvalue; Stress –strength model; Prior information; Maximum
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@inproceedings{paperid:1036539,
author = {Jabbari Nooghabi, Mehdi},
title = {Shrinkage Estimation of in the Exponential Distribution in the Presence of Outliers Generated from Exponential Distribution},
booktitle = {INTERNATIONAL CONFERENCE OF STATISTICS ON THE OCCASION OF THE SESQUICENTENNIAL CELEBRATION OF UNIVERSITY OF MUMBAI},
year = {2007},
location = {Mumbai, INDIA},
keywords = {Shrinkage estimation; Exponential distribution; Mixing; pvalue; Stress –strength model; Prior information; Maximum likelihood estimator},
}

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%0 Conference Proceedings
%T Shrinkage Estimation of in the Exponential Distribution in the Presence of Outliers Generated from Exponential Distribution
%A Jabbari Nooghabi, Mehdi
%J INTERNATIONAL CONFERENCE OF STATISTICS ON THE OCCASION OF THE SESQUICENTENNIAL CELEBRATION OF UNIVERSITY OF MUMBAI
%D 2007

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