Malaysian Journal of Mathematical Sciences, January 2019, Vol. 13, No. 1
Interval Shrinkage Estimators of Scale Parameter of Exponential Distribution in the Presence of Outliers
Nasiri, P. and Ebrahimi, F.
Corresponding Email: pnasiri@pnu.ac.ir
Received date: 18 July 2017
Accepted date: 20 January 2019
Abstract:
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.
Keywords: Interval information, mean square error, shrinkage estimator, two parameter exponential distribution, outliers
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