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:: Volume 25, Issue 1 (1-2021) ::
Andishe 2021, 25(1): 111-121 Back to browse issues page
E-Bayesian Approach in Shrinkage Estimation of Parameter of Inverse Rayleigh Distribution under General Entropy Loss Function
Shahram Yaghoobzadeh Shahrestani , Reza Zarei *
Guilan University
Abstract:   (2124 Views)

Whenever approximate and initial information about the unknown parameter of a distribution is available, the shrinkage estimation method can be used to estimate it. In this paper, first, the E-Bayesian estimation of the parameter of an inverse Rayleigh distribution under the general entropy loss function is obtained. Then, the shrinkage estimate of the inverse Rayleigh distribution parameter is investigated using the guess value. Also, using Monte Carlo simulations and a real data set, the proposed shrinkage estimation is compared with the UMVU and E-Bayesian estimators based on the relative efficiency criterion.

Keywords: I‎nverse Rayleigh Distribution‎, ‎Shrinkage estimation‎, ‎E-Bayesian estimation‎, ‎General entropy loss function‎.
Full-Text [PDF 263 kb]   (777 Downloads)    
Type of Study: Research | Subject: Special
Received: 2020/09/27 | Accepted: 2021/01/20 | Published: 2021/01/29
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Yaghoobzadeh Shahrestani S, Zarei R. E-Bayesian Approach in Shrinkage Estimation of Parameter of Inverse Rayleigh Distribution under General Entropy Loss Function. Andishe 2021; 25 (1) :111-121
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