On Bayesian Shrinkage Estimator of Parameter of Exponential Distribution with Outliers

Authors

  • P. Nasiri Department of Statistics, University of Payam Noor, 19395-4697 Tehran, I.R. Iran.
  • M. Jabbari Nooghabi Department of Statistics, Ferdowsi University of Mashhad, Mashhad-Iran.

Keywords:

Exponential distribution, LINEX loss function, Prior information, Outlier, Shrinkage estimation

Abstract

In this article, we have estimated the scale parameter of exponential distribution with a prior information. A shrinkage estimator is
derived for parameter of exponential distribution contaminated with outliers and in the presence of LINEX loss function. An admissible estimator based on the LINEX loss function are compared with different methods of estimations. Numerical study are used to compare the estimators. 

Downloads

Download data is not yet available.

Downloads

Published

2018-06-30

Issue

Vol. 50 No. 2 (2018)

Section

Articles

How to Cite

On Bayesian Shrinkage Estimator of Parameter of Exponential Distribution with Outliers. (2018). Punjab University Journal of Mathematics, 50(2), 11-19. https://pujm.pu.edu.pk/index.php/pujm/article/view/126