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Showing 1 results for Pareto-Rayleigh Distribution Shrinkage Estimation.
Mehdi Balui, Einolah Deiri, Farshin Hormozinejad, Ezzatallah Baloui Jamkhaneh, Volume 15, Issue 2 (3-2022)
Abstract
In most practical cases, to increase parameter estimation accuracy, we need an estimator with the least risk. In this, contraction estimators play a critical role. Our main purpose is to evaluate the efficiency of some shrinkage estimators of the shape parameter of the Pareto-Rayleigh distribution under two classes of shrinkage estimators. In this research, the purpose estimators' efficiency will be compared with the unbiased estimator obtained under the quadratic loss function. The relationship between these two classes of shrinkage estimators was examined, and then the relative efficiency of the proposed estimators was discussed and concluded via doing a Monte Carlo simulation.
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