Preliminary test estimation in Rayleigh distribution under a squared-log error loss
Publish Year: 1399
نوع سند: مقاله ژورنالی
زبان: English
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شناسه ملی سند علمی:
JR_JSMTA-1-1_010
تاریخ نمایه سازی: 19 اردیبهشت 1401
Abstract:
The problem of pretest estimation in Rayleigh type-II censored data under the squared-log error loss (SLEL) is considered. The risk-unbiased estimator is derived and its risk is computed under the SLEL. The pretest estimator based on a point guess about the parameter of interest is constructed and the bias and risk is computed. A comparison study is performed between the pretest estimator and the risk-unbiased estimator. The optimal level of significance and critical values of pretest is obtained using regret minimax method. A real data set is used for illustrative purposes.
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Authors
Mehran Naghizadeh Qomi
Yazd University
H. Zareefard
Department of Statistics, University of Jahrom, Jahrom, Iran