A Study of Shrinkage Estimators for Reliability Function and Variance Properties

Ahmad Khaldi, Ammar Rawashdeh

Mutah University, Faculty of Science, Jordan

Emails: khaldiahmad1221@gmail.com; ammarrawashde8932@gmail.com

Abstract

A variety of shrinkage methods for estimating unknown parameters has been considered. We derive and compare the shrinkage estimators for the reliability function of the two-parameter exponential distribution. Simulation experiments are used to study the performances of these estimators.

Keywords: Shrinkage Estimators; Reliability Function; Variance Properties