The Stein Paradox in the Pitman Closeness
نویسندگان
چکیده
منابع مشابه
Pitman-Closeness of Preliminary Test and Some Classical Estimators Based on Records from Two-Parameter Exponential Distribution
In this paper, we study the performance of estimators of parametersof two-parameter exponential distribution based on upper records. The generalized likelihood ratio (GLR) test was used to generate preliminary test estimator (PTE) for both parameters. We have compared the proposed estimator with maximum likelihood (ML) and unbiased estimators (UE) under mean-squared error (MSE) and Pitman me...
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