Shrinkage estimation for the difference between exponential guarantee time parameters
This paper studies the shrinkage estimation for the difference between location parameters of exponential distributions when it is suspected but uncertain whether the two parameters are equal. A pre-test estimator and a shrinkage estimator after pre-test are proposed. Both the suboptimal levels of significance for the pre-test estimator in a special case and suboptimal values of shrinkage coefficients for the shrinkage estimator are obtained based on a regret function.
shrinkage estimator pre-test estimator regret function exponential location parameter hazard function minimax regret criterion type ii censored sample