Interval Shrinkage Estimators of Scale Parameter of Exponential Distribution in the Presence of Outliers

The purpose of this paper is to find an estimation for scale parameter of exponential distribution with some extreme observations which are named outliers. We assume a guess value to find the shrinkage estimators and an interval for unknown parameter to obtain a new estimator that is called interval shrinkage estimator. It is shown that the mean square error of the interval shrinkage estimator is less than the shrinkage estimator base on the performing simulation study. Finally, we come to this conclusion that for some samples, interval shrinkage estimator gives better results in estimation of an unknown parameter.