Bayesian shrinkage estimation based on Rayleigh type-II censored data

M. Naghizadeh Qomi

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 19, 9859-9868

Abstract: In this paper, we construct a Bayes shrinkage estimator for the Rayleigh scale parameter based on censored data under the squared log error loss function. Risk-unbiased estimator is derived and its risk is computed. A Bayes shrinkage estimator is obtained when a prior point guess value is available for the scale parameter. Risk-bias of the Bayes shrinkage estimator is considered. A comparison between the proposed Bayes shrinkage estimator and the risk-unbiased estimator is provided using calculation of the relative efficiency. A numerical example is presented for illustrative and comparative purposes.

Date: 2017
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DOI: 10.1080/03610926.2016.1222440

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