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

Abbas Najim Salman; Intesar Obeid Hassoun; Maymona Mohammed Ameen

doi:10.30526/30.1.1069

Authors

Abbas Najim Salman
Intesar Obeid Hassoun
Maymona Mohammed Ameen

DOI:

https://doi.org/10.30526/30.1.1069

Keywords:

Inverted Gamma Distribution, Maximum Likelihood Estimator (MLE), Shrinkage EstimatorPretest Region, Bias, Mean Squared Error and Relative Efficiency.

Abstract

The present paper agrees with estimation of scale parameter Î¸ of the Inverted Gamma (IG) Distribution when the shape parameter Î± is known (Î±=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.