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Ordinary and Bayesian Shrinkage Estimation

Journal Title, Volume, Page: 
An-Najah Univ. J.Res.(N.Se)Vol .21, 101-116
Year of Publication: 
2007
Authors: 
Mohammad Qabaha
Department of Mathematics, Faculty of Science, An-Najah National University, Palestine
Current Affiliation: 
Department of Statistics, Faculty of Science, An-Najah National University, Nablus, Palestine
Preferred Abstract (Original): 

In this paper a variety of shrinkage methods for estimating unknown population parameters has been considered. Aprior distribution for the parameters around their natural origins has been postulated and the ordinary Bayes estimators are used in place of natural origins in the ordinary shrinkage estimators to obtain Bayesian shrinkage estimators. The results are applied to the problem of estimating the location and scale parameters and the reliability function of the two-parameter exponential distribution. Simulation experiments are used to study the performances of these estimators.

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