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Performance of two classes of Bayes-shrinkage estimators of Weibull distribution

Author

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  • Zuhair A. Al-Hemyari
  • H.A. Al-Dabag

Abstract

This paper examines an estimation of the scale parameter of the Weibull two parameters where we believe that there is prior information about the scale parameter. We propose, for this situation, two Bayes-shrinkage and three preliminary test Bayes-shrinkage estimators. The expressions for the bias, mean squared error and relative efficiency are obtained; the properties of these estimators are illustrated both theoretically and numerically and compared to existing estimators.

Suggested Citation

  • Zuhair A. Al-Hemyari & H.A. Al-Dabag, 2016. "Performance of two classes of Bayes-shrinkage estimators of Weibull distribution," International Journal of Data Analysis Techniques and Strategies, Inderscience Enterprises Ltd, vol. 8(2), pages 161-182.
    • Handle: RePEc:ids:injdan:v:8:y:2016:i:2:p:161-182
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