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1. Shrinkage estimation for the difference between exponential guarantee time parameters

Author

Chiou, Paul and Miao, Weiwen

Subjects
*PAPER, *FIBERS, *WRITING materials & instruments, *ART materials
Abstract

This paper studies the shrinkage estimation for the difference between location parameters of exponential distributions when it is suspected but uncertain whether the two parameters are equal. A pre-test estimator and a shrinkage estimator after pre-test are proposed. Both the suboptimal levels of significance for the pre-test estimator in a special case and suboptimal values of shrinkage coefficients for the shrinkage estimator are obtained based on a regret function. [Copyright &y& Elsevier]

Published
2005
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