Estimate the Scale Parameter of Exponential Distribution Via Modified Two Stage Shrinkage Technique

Abstract

This paper concem with modify two (double) stage Shrinkageestimator for estimate the scale parameter of an exponential distributionvia determine shrinkage factor y(.) and suitable region R. Thisshrinkage estimator has small mean squar enor (MSE) thdn theclassical estimator (MLE) and also than some existing estimatorintroduced by some authors especially when the prior estimate aboutthe actual scale parameter available and very near to it.Expressions for the Bias ratio [B(.)], mean square enor [MSE(.)],relative elficiency tR.Eff(.)l and expected sample size [E(n/0)] of theproposed estimator are derived. Numerical results and conclusions aredrawn about select different constants including in it.