On Shrinkage Estimation of the Exponential Scale Parameter

Abstract

This paper shows some simple shrunken estimators for the scale parameter of an exponential distribution and compares them with minimum MSE estimator and the estimator proposed by Pandey. We have also obtained a Bayes estimator, which is a shrinkage estimator and Hasan smaller MSE than the estimator (sample mean) n/(n + 1) ifsample {###} size, n, is small and other restrictions apply. © 1985 IEEE