Article


Article Code : 1397062023429164326

Article Title : Preliminary test estimation in Rayleigh‎ ‎distribution under a squared-log error loss

Journal Number : 1234 Spring 2018

Visited : 73

Files : 407 KB


List of Authors

  Full Name Email Grade Degree Corresponding Author
1 M‎. Naghizadeh Qomi m.naghizadeh@umz.ac.ir - -
2 ‎H‎. ‎Zareefard zareefard@gfdgd.com - -

Abstract

The problem of pretest estimation in Rayleigh type-II‎ ‎censored data under the squared-log error loss (SLEL) is‎ ‎considered‎. ‎The risk-unbiased estimator is derived and its risk is‎ ‎computed under the SLEL‎. ‎The pretest estimator based on a point‎ ‎guess about the parameter of interest is constructed and the bias‎ ‎and risk is computed‎. ‎A comparison study is performed between the‎ ‎pretest estimator and the risk-unbiased estimator‎. ‎The optimal‎ ‎level of significance and critical values of pretest is obtained‎ ‎using regret‎ ‎minimax method‎. ‎A real data set is used for illustrative purposes.