(2001). Bayesian Estimation of a Linear Parametric Function Using Doubly Censored Data. The Egyptian Statistical Journal, 45(2), 172-181. doi: 10.21608/esju.2001.313813
. "Bayesian Estimation of a Linear Parametric Function Using Doubly Censored Data". The Egyptian Statistical Journal, 45, 2, 2001, 172-181. doi: 10.21608/esju.2001.313813
(2001). 'Bayesian Estimation of a Linear Parametric Function Using Doubly Censored Data', The Egyptian Statistical Journal, 45(2), pp. 172-181. doi: 10.21608/esju.2001.313813
Bayesian Estimation of a Linear Parametric Function Using Doubly Censored Data. The Egyptian Statistical Journal, 2001; 45(2): 172-181. doi: 10.21608/esju.2001.313813
Bayesian Estimation of a Linear Parametric Function Using Doubly Censored Data
On the basis of a doubly censored random sample drawn from a shifted exponential distribution with scale parameter and location m, and in a Bayesian framework, we considering the problem of estimating ,m, and the linear function m+aθ. The derived class of estimators are then compared, in a numerical study, to their invariant counterparts proposed by Elfessi (1997) as improvements over the best alline equivariant estimator (BAEE). The results show that the Bayes estimators are smoother and provide higher risk improvements over the BAEE than the Stein type estimators.
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