Bayesian Estimation of a Linear Parametric Function Using Doubly Censored Data
Madi, M. (2001). Bayesian Estimation of a Linear Parametric Function Using Doubly Censored Data. EKB Journal Management System, 45(2), 172-181. doi: 10.21608/esju.2001.313813
Mohamed T. Madi. "Bayesian Estimation of a Linear Parametric Function Using Doubly Censored Data". EKB Journal Management System, 45, 2, 2001, 172-181. doi: 10.21608/esju.2001.313813
Madi, M. (2001). 'Bayesian Estimation of a Linear Parametric Function Using Doubly Censored Data', EKB Journal Management System, 45(2), pp. 172-181. doi: 10.21608/esju.2001.313813
Madi, M. Bayesian Estimation of a Linear Parametric Function Using Doubly Censored Data. EKB Journal Management System, 2001; 45(2): 172-181. doi: 10.21608/esju.2001.313813

Bayesian Estimation of a Linear Parametric Function Using Doubly Censored Data

The Egyptian Statistical Journal
Article 5, Volume 45, Issue 2, December 2001, Page 172-181  XML PDF (4.44 MB)
Document Type: Original Article
DOI: 10.21608/esju.2001.313813
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Author
Mohamed T. Madi*
Department of Statistics ,UAE University- Al-Ain, UAE
Abstract
On the basis of a doubly censored random sample drawn from a shifted exponential distribution with scale parameter and location m, and in a Bayesian framework, we considering the problem of estimating ,m, and the linear function m+aθ. The derived class of estimators are then compared, in a numerical study, to their invariant counterparts proposed by Elfessi (1997) as improvements over the best alline equivariant estimator (BAEE). The results show that the Bayes estimators are smoother and provide higher risk improvements over the BAEE than the Stein type estimators.
 
Keywords
Bayes Estimators; Exponential Distribution; Scale and Location Parameters; Squared Error Loss; Risk Improvements
Statistics
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