Far East Journal of Theoretical Statistics
Volume 40, Issue 1, Pages 45 - 57
(July 2012)
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BAYES SHRINKAGE ESTIMATION OF THE SHAPE PARAMETER OF PARETO DISTRIBUTION
OF FIRST KIND USING PROGRESSIVE TYPE II CENSORED SAMPLE
Ashok Shanubhogue and Alaa K. Jiheel
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Abstract: In this paper, we suggest some shrinkage Bayes estimators of the shape parameter of Pareto distribution of the first kind using progressive type II censored sample. The mean square error and relative efficiency of the suggested estimators are derived. The results show that the suggested estimators have better performance than a classical Bayes estimator in terms of relative efficiency. |
Keywords and phrases: Bayes shrinkage estimator, progressive type II censored sample, square error loss function, Pareto distribution. |
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