Shrinkage estimation;
Exponential distribution;
Mixing;
P-value;
Stress strength model;
Prior information;
Maximum likelihood estimator;
62FXX;
62F10;
Y LESS;
D O I:
10.1080/03610926.2013.864768
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
The problem of estimation of R = P(Y < X) have been used in the paper. Let X has exponential distribution mixing with exponential distribution with parameters and and Y independently of X has exponential distribution with parameter . By using a prior guess or estimate R-0, different shrinkage estimators of R are derived. Then the performance of the estimators are discussed. Finally, we compare these results with Baklizei and Dayyeh (2003) approaches.