Conditional estimation in exponential models

Authors

  • Smail Mahdi Department of Computer Science, Mathematics & Physics, University of The West Indies, Cave Hill Campus, P.O. Box 64, Bridgetown, Barbados, W.I. Author

Keywords:

Exponential distribution, interval estimator, coverage probability, expected length, shrinkage estimator, simulation

Subjects:

62H12, 62H15

Abstract

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.

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Published

2000-04-15

Issue

Vol. 52 No. 1–2 (2000): Vol. 52, Issue 1–2

Section

Articles

License

Copyright (c) 2000 Authors retain copyright to their work.

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.