On double stage minimax-shrinkage estimator for generalized Rayleigh model

  • Authors

    • Abbas Najim Salman Department of Mathematics-Ibn-Al-Haitham College of Education - University of Baghdad
    • Maymona Ameen Department of Mathematics-Ibn-Al-Haitham College of Education - University of Baghdad
    2016-02-10
    https://doi.org/10.14419/ijamr.v5i1.5553
  • Generalized Rayleigh Distribution, Maximum Likelihood Estimator, Minimax Estimator, Double Stage Shrinkage Estimator, Mean Squared Error and Relative Efficiency.

  • Abstract

    This paper is concerned with minimax shrinkage estimator using double stage shrinkage technique for lowering the mean squared error, intended for estimate the shape parameter (a) of Generalized Rayleigh distribution in a region (R) around available prior knowledge (a0) about the actual value (a) as initial estimate in case when the scale parameter (l) is known .

    In situation where the experimentations are time consuming or very costly, a double stage procedure can be used to reduce the expected sample size needed to obtain the estimator.

    The proposed estimator is shown to have smaller mean squared error for certain choice of the shrinkage weight factor y(×) and suitable region R.

    Expressions for Bias, Mean squared error (MSE), Expected sample size [E (n/a, R)], Expected sample size proportion [E(n/a,R)/n], probability for avoiding the second sample and percentage of overall sample saved  for the proposed estimator are derived.

    Numerical results and conclusions for the expressions mentioned above were displayed when the consider estimator are testimator of level of significanceD.

    Comparisons with the minimax estimator and with the most recent studies were made to shown the effectiveness of the proposed estimator.

  • References

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  • How to Cite

    Salman, A. N., & Ameen, M. (2016). On double stage minimax-shrinkage estimator for generalized Rayleigh model. International Journal of Applied Mathematical Research, 5(1), 39-47. https://doi.org/10.14419/ijamr.v5i1.5553

    Received date: 2015-11-18

    Accepted date: 2016-02-10

    Published date: 2016-02-10