Ordinary and Bayesian Shrinkage Estimation


Article info

2006-11-22
2007-05-29
2007-05-29
101 - 116

Keywords

Abstract

In this paper a variety of shrinkage methods for estimating unknown population parameters has been considered. Aprior distribution for the parameters around their natural origins has been postulated and the ordinary Bayes estimators are used in place of natural origins in the ordinary shrinkage estimators to obtain Bayesian shrinkage estimators. The results are applied to the problem of estimating the location and scale parameters and the reliability function of the two-parameter exponential distribution. Simulation experiments are used to study the performances of these estimators.

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Ordinary and Bayesian Shrinkage Estimation


معلومات المقال

2006-11-22
2007-05-29
2007-05-29
101 - 116

الكلمات الإفتتاحية

الملخص

In this paper a variety of shrinkage methods for estimating unknown population parameters has been considered. Aprior distribution for the parameters around their natural origins has been postulated and the ordinary Bayes estimators are used in place of natural origins in the ordinary shrinkage estimators to obtain Bayesian shrinkage estimators. The results are applied to the problem of estimating the location and scale parameters and the reliability function of the two-parameter exponential distribution. Simulation experiments are used to study the performances of these estimators.

These articles may interest you also

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