Ibn Al-Haitham Journal for Pure and Applied Sciences (Jun 2017)

An Efficient Single Stage Shrinkage Estimator for the Scale parameter of Inverted Gamma Distribution

  • Abbas Najim Salman,
  • Intesar Obeid Hassoun,
  • Maymona Mohammed Ameen

Journal volume & issue
Vol. 30, no. 1

Abstract

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The present paper agrees with estimation of scale parameter θ of the Inverted Gamma (IG) Distribution when the shape parameter α is known (α=1), bypreliminarytestsinglestage shrinkage estimators using suitable shrinkage weight factor and region. The expressions for the Bias, Mean Squared Error [MSE] for the proposed estimators are derived. Comparisons between the considered estimator with the usual estimator (MLE) and with the existing estimator are performed .The results are presented in attached tables.

Keywords