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A note on pretest estimation for some discrete distributions

 

作者: D.T. Shirke,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1999)
卷期: Volume 28, issue 2  

页码: 431-439

 

ISSN:0361-0918

 

年代: 1999

 

DOI:10.1080/03610919908813558

 

出版商: Marcel Dekker, Inc.

 

关键词: Preliminary tests;mean square error;efficiency

 

数据来源: Taylor

 

摘要:

In this article we revisit the problem of pretest estimation for some discrete distributions, when a prior point estimate of an unknown parameter is available A general formula for bias and mean square error of a pretest estimator is derived for a class of discrete distributions. This leads to a refinement of results reported by Kumar et al. (1992), in which the expressions for the bias and mse appear to be incorrect Efficiency of the proposed estimator is plotted for Poisson and Binomial distributions. Based on the efficiency curves, optimum level of significance for the preliminary test is suggested.

 

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