Title : ( Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness )
Authors: Jafar Ahmadi , elham mirfarah , Ahmad Parsian ,
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Abstract
In this paper, based on generalized order statistics from a family of proportional hazard rate model, we use a statistical test to generate a class of preliminary test estimators and shrinkage preliminary test estimators for the proportionality parameter. These estimators are compared under Pitman measure of closeness as well as mean squared error criteria. Although the Pitman measure of closeness suffers from non-transitivity, in the first class of estimators, it has the transitivity property and we obtain the Pitman-closest estimator. Analytical and graphical methods are used to show the range of parameter in which preliminary test and shrinkage preliminary test estimators perform better than their competitor estimators. Results reveal that when the prior information is not too far from its real value the proposed estimators are superior based on both mentioned criteria.
Keywords
, Proportional hazard rat model, Preliminary test estimator, Shrinkage preliminary test estimator, Mean squared error, Pitman measure of closeness, Generalized order statistics.
@article{paperid:1048291,
author = {Ahmadi, Jafar and Mirfarah, Elham and Ahmad Parsian},
title = {Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness},
journal = {Communications in Statistics - Theory and Methods},
year = {2017},
volume = {46},
number = {7},
month = {April},
issn = {0361-0926},
pages = {3200--3216},
numpages = {16},
keywords = {Proportional hazard rat model; Preliminary test estimator; Shrinkage preliminary test estimator; Mean squared error; Pitman measure of closeness; Generalized order statistics.},
}
%0 Journal Article
%T Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness
%A Ahmadi, Jafar
%A Mirfarah, Elham
%A Ahmad Parsian
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2017
