On a comparison of the variance estimates of exponential distribution by multiple criteria decision making method

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...

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Main Authors: Satinee Lertprapai, Montip Tiensuwan
Other Authors: Burapha University
Format: Article
Published: 2018
Subjects:
Mathematics
Online Access:https://repository.li.mahidol.ac.th/handle/123456789/14390
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spelling th-mahidol.143902018-06-11T11:57:27Z On a comparison of the variance estimates of exponential distribution by multiple criteria decision making method Satinee Lertprapai Montip Tiensuwan Burapha University Mahidol University South Carolina Commission on Higher Education Mathematics 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. 2018-06-11T04:57:27Z 2018-06-11T04:57:27Z 2012-11-16 Article Model Assisted Statistics and Applications. Vol.7, No.3 (2012), 251-260 10.3233/MAS-2012-0230 15741699 2-s2.0-84868691054 https://repository.li.mahidol.ac.th/handle/123456789/14390 Mahidol University SCOPUS https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84868691054&origin=inward
institution Mahidol University
building Mahidol University Library
continent Asia
country Thailand
Thailand
content_provider Mahidol University Library
collection Mahidol University Institutional Repository
topic Mathematics
spellingShingle Mathematics
Satinee Lertprapai
Montip Tiensuwan
On a comparison of the variance estimates of exponential distribution by multiple criteria decision making method
description 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.
author2 Burapha University
author_facet Burapha University
Satinee Lertprapai
Montip Tiensuwan
format Article
author Satinee Lertprapai
Montip Tiensuwan
author_sort Satinee Lertprapai
title On a comparison of the variance estimates of exponential distribution by multiple criteria decision making method
title_short On a comparison of the variance estimates of exponential distribution by multiple criteria decision making method
title_full On a comparison of the variance estimates of exponential distribution by multiple criteria decision making method
title_fullStr On a comparison of the variance estimates of exponential distribution by multiple criteria decision making method
title_full_unstemmed On a comparison of the variance estimates of exponential distribution by multiple criteria decision making method
title_sort on a comparison of the variance estimates of exponential distribution by multiple criteria decision making method
publishDate 2018
url https://repository.li.mahidol.ac.th/handle/123456789/14390
_version_ 1763490226857050112

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