Sometimes-pool Shrinkage Estimation of the Entropy Function for the Exponential Distribution under Different Loss Functions Using Progressive Type II Censored Sample

Abstract

In this paper, sometimes-pool shrinkage estimation procedure is suggested to estimate the entropy function of the exponential distribution with Type II progressive sampling scheme under symmetric and asymmetric loss functions. Two types of loss functions are considered; squared error and LINEX loss function. We obtain that the proposed estimators have good performance comparing with a classical estimator in terms of relative risk.