|
| << vorige | volgende >> |
Tijdschrift beschrijving
Alle jaargangen van het bijbehorende tijdschrift
Alle afleveringen van het bijbehorende jaargang
Alle artikelen van de bijbehorende aflevering
Details van artikel 4 van 23 gevonden artikelen
| Titel: |
A two stage shrinkage testimator for the mean of an exponential distribution |
| Auteur: |
Adke, S.R. Waikar, V.B. Schurmann, F.J. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 16 (1987) nr. 6 pagina's 1821-1834 |
| Jaar: |
1987 |
| Inhoud: |
Let X be a random variable having an exponential distribution with unknown mean θ. Further, it is assumed that prior knowledge about θ is available in the form of an initial estimate θ00 of θ. It is proposed to estimate θ by a testimator [image omitted] that is based upon the result of a test of the hypothesis H0: θ = θ0. If H0 is accepted based on the first sample of size n1 we take [image omitted] where the weighting factor l is a function of the test statistic for testing H0. However, if H0 is rejected we obtain a second sample of size n2, and take [image omitted] . Choosing the weighing factor l appropriately, an expression for the mean squared error of [image omitted] is derived and comparisons are made with the variance of a single sample mean. Also an expression for the bias of [image omitted] is derived. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 4 van 23 gevonden artikelen
| << vorige | volgende >> |