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2000, vol. 52, br. 1-2, str. 27-45
Conditional estimation in exponential models
(naslov ne postoji na srpskom)
Department of Computer Science, Mathematics & Physics, University of The West Indies, Bridgetown, Barbados, W.I.

e-adresasmahdi@uwichill.edu.bb
Ključne reči: exponential distribution; interval estimator; coverage probability; expected length; shrinkage estimator; simulation
Sažetak
(ne postoji na srpskom)
A two-sided conditional confidence interval for the parameter of an exponential probability distribution is constructed. The construction relies on a decision following a preliminary test of significance for the equality of two exponential population means. The coverage probability, the expected length together with the coefficient of variation of this interval are studied. A shrinkage version of the interval is also proposed. Furthermore, a numerical study on the accuracy of the interval estimator is performed.
Reference
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Chiou, P., Han, C.P. (1994) Conditional interval estimation of the exponential scale parameter following rejection of a preliminary test. Journal of Statistical research, 28, 65-72
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Epstein, B., Sobel, M. (1954) Some theorems relevant to life testing from an exponential distribution. Annals of Mathematical Statistics, 25, 373-381
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Wolfram, S. (1991) Mathematica: A system for doing mathematics by computer. Reading, MA, itd: Addison-Wesley
 

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jezik rada: engleski
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objavljen u SCIndeksu: 02.06.2008.