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

Document Type : Original Scientific Paper

Authors

1 Department of‎ ‎Statistics‎, ‎University of Mazandaran‎, ‎Babolsar‎, ‎Iran

2 Department of Statistics‎, ‎University of Jahrom‎, ‎Jahrom‎, ‎Iran

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.

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Main Subjects

References

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Journal of Statistical Modelling: Theory and Applications
Volume 1, Issue 1 - Serial Number 1
January 2020
Pages 143-153

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History

  • Receive Date: 02 June 2018
  • Revise Date: 21 August 2018
  • Accept Date: 01 September 2018

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