On a comparison of the variance estimates of exponential distribution by multiple criteria decision making method
In this paper, we consider the problem of estimation of the variance, θ 2 in one parameter exponential distribution when a prior point estimate of the variance is available. We compare five estimators of the variance, including class of four shrinkage estimators and one shrinkage estimator. The esti...
Saved in:
| Main Authors: | , |
|---|---|
| 其他作者: | |
| 格式: | Article |
| 出版: |
2018
|
| 主題: | |
| 在線閱讀: | https://repository.li.mahidol.ac.th/handle/123456789/14390 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Mahidol University |
| 總結: | In this paper, we consider the problem of estimation of the variance, θ 2 in one parameter exponential distribution when a prior point estimate of the variance is available. We compare five estimators of the variance, including class of four shrinkage estimators and one shrinkage estimator. The estimators of θ 2 are compared based on the Multiple Criteria Decision Making (MCDM) procedure in order to rank the estimators from the best to the worst in terms of their mean squared errors and to obtain the best estimator. © 2012 - IOS Press and the authors. All rights reserved. |
|---|