Pretest estimation for some discrete distributions
作者:
Santosh Kumar,
Ravinder K. Tyagi,
Ram C. Tiwari,
Samir K. Bhattacharya,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1992)
卷期:
Volume 21,
issue 2
页码: 405-421
ISSN:0361-0918
年代: 1992
DOI:10.1080/03610919208813026
出版商: Marcel Dekker, Inc.
关键词: Bias;mean squared error;pretest estimator;preliminary hypothesis;randomized test
数据来源: Taylor
摘要:
This paper considers pretest estimation of the parameters of the binomial, the Poisson and the negative binomial distributions. It is assumed that a prior point estimate of the unknown parameter is available, and this value is tested as a preliminary hypothesis by considering a suitable randomized test. Depending on the result of this test, suitable estimators of the underlying parameter are chosen. The exact results for the bias and the mean squared error of the proposed estimators are obtained, and the computations are illustrated by numerical examples.
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