期刊名称：Journal of Reliability and Statistical Studies
印刷版ISSN：0974-8024
电子版ISSN：2229-5666
出版年度：2010
卷号：3
期号：2
页码：11-25
出版社：Ankur Printing Palace
摘要：The present paper proposes shrinkage testimator(s) for the scale parameter for anexponential distribution. An important feature of the proposed testimator is that, it removes thearbitrariness in the choice of shrinkage factor (weights) by making it dependent on the teststatistic. The risk properties of the proposed testimator(s) have been studied under asymmetricloss function. It has been observed that the proposed testimator performs better than the classicalUniformly Minimum Variance Unbiased Estimator (UMVUE). Recommendations regarding itsapplications for various degrees of asymmetry (over/under estimator), level(s) of significancehave been made
关键词：Exponential distribution; scale parameter; preliminary test; level of significance;asymmetric loss function; relative risk
