پژوهش های آماری ایران-Journal of Statistical Research of Iran, Volume (11), No (1), Year (2014-12) , Pages (73-96)

Title : ( Pitman-closeness of preliminary test and some classical estimators based on records from two-parameter exponential distribution‎ )

Authors: elham mirfarah , Jafar Ahmadi ,

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Abstract

‎Considering the upper records from two-parameter exponential distribution‎, ‎in this paper‎, ‎we study the performance of some estimators of the scale and location parameters‎. ‎The generalized likelihood ratio (GLR) test was used to generate preliminary test estimator (PTE) for both parameters‎. ‎We have compared the proposed estimator with maximum likelihood (ML) and unbiased estimators (UE) under mean squared error (MSE) and Pitman measure of closeness (PMC)‎. ‎Analytical as well as graphical methods are used to show the range of parameter in which PTE performs better than ML and UE‎. ‎Results demonstrate that in the case of that prior information is not too far from its real value‎, ‎the PTE is superior in compare with ML and UE based on both MSE and PMC criteria‎. ‎The results of the paper will be useful in estimation with record data in life testing experiments‎.

Keywords

, Preliminary test estimator‎, ‎Maximum likelihood estimator‎, ‎Unbiased estimator‎, ‎Mean squared error‎, ‎Pitman measure of closeness‎, ‎Record data.