Publication:
On a comparison of the variance estimates of exponential distribution by multiple criteria decision making method

3

Issued Date

2012-11-16

Resource Type

Article

ISSN

15741699

DOI

10.3233/MAS-2012-0230

Other identifier(s)

2-s2.0-84868691054

Rights

Mahidol University

Rights Holder(s)

SCOPUS

Bibliographic Citation

Model Assisted Statistics and Applications. Vol.7, No.3 (2012), 251-260

Suggested Citation

Satinee Lertprapai, Montip Tiensuwan On a comparison of the variance estimates of exponential distribution by multiple criteria decision making method. Model Assisted Statistics and Applications. Vol.7, No.3 (2012), 251-260. doi:10.3233/MAS-2012-0230 Retrieved from: https://repository.li.mahidol.ac.th/handle/123456789/14390

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Title

On a comparison of the variance estimates of exponential distribution by multiple criteria decision making method

Author(s)

Satinee Lertprapai
 Montip Tiensuwan

Other Contributor(s)

Burapha University
 Mahidol University
 South Carolina Commission on Higher Education

Abstract

In this paper, we consider the problem of estimation of the variance, θ 2 in one parameter exponential distribution when a prior point estimate of the variance is available. We compare five estimators of the variance, including class of four shrinkage estimators and one shrinkage estimator. The estimators of θ 2 are compared based on the Multiple Criteria Decision Making (MCDM) procedure in order to rank the estimators from the best to the worst in terms of their mean squared errors and to obtain the best estimator. © 2012 - IOS Press and the authors. All rights reserved.

Keyword(s)

Mathematics

Availability

URI

https://repository.li.mahidol.ac.th/handle/123456789/14390

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Scopus 2011-2015