Two different shrinkage estimator classes for the shape parameter of classical Pareto distribution

EBEGİL M., ÖZDEMİR Ş.

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, cilt.45, sa.4, ss.1231-1244, 2016 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 45 Sayı: 4
  • Basım Tarihi: 2016
  • Doi Numarası: 10.15672/hjms.20158812908
  • Dergi Adı: HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, TR DİZİN (ULAKBİM)
  • Sayfa Sayıları: ss.1231-1244
  • Anahtar Kelimeler: Mean Square Error, Pareto Distribution, Shape Parameter, Shrinkage Estimation, EXPONENTIAL-DISTRIBUTION, SCALE PARAMETER
  • Gazi Üniversitesi Adresli: Evet

Özet

In this study, biased estimators for the shape parameter of a classical. Pareto distribution are proposed using two different shrinkage techniques which give a smaller mean square error than an unbiased estimator. Then these obtained biased estimators are compared with the unbiased estimator by the means of their mean square error.