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.
Naghizadeh Qomi, M., & Zareefard, H. (2020). Preliminary test estimation in Rayleigh distribution under a squared-log error loss. Journal of Statistical Modelling: Theory and Applications, 1(1), 143-153. doi: 10.22034/jsmta.2020.1715
MLA
Mehran Naghizadeh Qomi; H. Zareefard. "Preliminary test estimation in Rayleigh distribution under a squared-log error loss". Journal of Statistical Modelling: Theory and Applications, 1, 1, 2020, 143-153. doi: 10.22034/jsmta.2020.1715
HARVARD
Naghizadeh Qomi, M., Zareefard, H. (2020). 'Preliminary test estimation in Rayleigh distribution under a squared-log error loss', Journal of Statistical Modelling: Theory and Applications, 1(1), pp. 143-153. doi: 10.22034/jsmta.2020.1715
VANCOUVER
Naghizadeh Qomi, M., Zareefard, H. Preliminary test estimation in Rayleigh distribution under a squared-log error loss. Journal of Statistical Modelling: Theory and Applications, 2020; 1(1): 143-153. doi: 10.22034/jsmta.2020.1715
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