Estimating the Variance of an Exponential Distribution in the Presence of Large True Observations
DOI:
https://doi.org/10.17713/ajs.v37i2.301Abstract
The present paper discusses some classes of shrinkage estimators for the variance of the exponential distribution in the presence of large true observations when some a priori or guessed interval containing the variance parameter is available from some past experiences. Empirical study shows the high efficiency of the developed classes of shrinkage estimators when compared with Pandey and Singh’s estimator, minimum MSE estimator and special classes of shrinkage estimators.
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