Far East Journal of Theoretical Statistics
Volume 4, Issue 2, Pages 297 - 318
(December 2000)
|
|
SIMULTANEOUS
IMPROVED ESTIMATION OF THE MEANS OF EXPONENTIAL
DISTRIBUTIONS
S. E. Ahmed (Canada) and R. J. Kulperger (Canada)
|
Abstract: Simultaneous estimation of the mean parameter of the
exponential distributions is considered. Based on
shrinkage and preliminary test rules various
estimators are proposed. It is shown that the
James-Stein type estimators are asymptotically
superior to the usual estimators. Furthermore, it is
also indicated through asymptotic and simulation
results that none of the preliminary tests and
shrinkage estimators dominate each other, though they
perform well relative to the classical estimator. The
relative dominance picture of the estimators is
presented. A simulation study is also provided. |
Keywords and phrases: exponential distribution,
asymptotic distributional risk, shrinkage and
preliminary test estimators, James-Stein rule,
local alternatives, Monte Carlo simulation. |
|
Number of Downloads: 3 | Number of Views: 869 |
|