Improved Estimation in Rayleigh type-II Censored Data under a Bounded Loss Utilizing a Point Guess Value
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Abstract:
‎The problem of shrinkage testimation (test-estimation) for the Rayleigh scale‎ ‎parameter θ based on censored samples under the reflected‎ ‎gamma loss function is considered‎. We obtain the minimum risk‎ ‎estimator among a subclass and compute its risk‎. ‎A shrinkage‎ ‎testimator based on acceptance or rejection of a null hypothesis‎ H0 : θ = θ0 is constructed‎, ‎where θ0 is a point‎ ‎guess value of θ‎. ‎The risk of the proposed shrinkage‎ ‎testimator is computed numerically and compared with the minimum‎ ‎risk estimator‎. ‎A data set is analyzed for illustrative‎ ‎purposes‎. ‎
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Journal title
volume 16 issue None
pages 51- 66
publication date 2017-12
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