On Bayesian Shrinkage Estimator of Parameter of Exponential Distribution with Outliers

P Nasiri, M Nooghabi
2018 Punjab University Journal of Mathematics   unpublished
In this article, we have estimated the scale parameter of exponential distribution with a prior information. A shrinkage estimator is derived for parameter of exponential distribution contaminated with out-liers and in the presence of LINEX loss function. An admissible estimator based on the LINEX loss function are compared with different methods of estimations. Numerical study are used to compare the estimators.