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Autor
Nasiri Parviz (University of Payam Noo, Tehran, Iran)
Tytuł
Interval Shrinkage Estimation of the Parameter of Exponential Distribution in the Presence of Outliers under Loss Functions
Źródło
Statistics in Transition, 2022, vol. 23, nr 3, s. 65-78, tab., wykr., bibliogr. 17 poz.
Słowa kluczowe
Estymatory, Estymacja, Funkcje
Estimators, Estimation, Functions
Uwagi
summ.
Abstrakt
In this paper, we studied estimators based on an interval shrinkage with equal weights point shrinkage estimators for all individual target points θ ∈ (θ0,θ1) for exponentially distributed observations in the presence of outliers drawn from a uniform distribution. Estimators obtained from both shrinkage and interval shrinkage were compared, showing that the estimators obtained via the interval shrinkage method perform better. Symmetric and asymmetric loss functions were also used to calculate the estimators. Finally, a numerical study and illustrative examples were provided to describe the results.(original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Pełny tekst
Pokaż
Bibliografia
Pokaż
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  9. Nasiri, P., & Jabbari Nooghabi, M., (2009). Estimation of P[Y < X] for generalized exponential distribution in presence of outlier. Iranian Journal of Numerical Analysis and Optimization, 2(1), pp. 69-80.
  10. Nelson, W. B., (1982). Applied life Data Analysis. Wiley, New York.
  11. Pandey, B. N., (1997). Testimator of the scale parameter of the exponential distribution using LINEX loss function. Communications in statistics-theory and methods, 26(9), pp. 2191-2202.
  12. Roio, J., (1987). On the admissibility of c[Xbar]+d with respect to the LINEX loss function. Communications in Statistics-Theory and Methods, 16(12), pp. 3745-3748.
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  14. Stein, C., (1956). Inadmissibility of the usual estimator for the mean of a multivariate normal distribution. In Proceedings of the Third Berkeley symposium on mathematical statistics and probability, Vol. 1, No. 1, pp. 197-206.
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  16. Varian, H. R., (1975). A Bayesian approach to real estate assessment. Studies in Bayesian econometric and statistics in Honor of Leonard J. Savage, pp. 195-208.
  17. Zellner, A., (1986). Bayesian estimation and prediction using asymmetric loss functions. Journal of the American Statistical Association, 81(394), pp. 446-451.
Cytowane przez
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ISSN
1234-7655
Język
eng
URI / DOI
http://dx.doi.org/10.2478/stattrans-2022-0030
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