RecordNumber
3103
Author
Kiapour, A.
Crop_Body
A. Kiapour and M. Naghizadeh Qomi
Title of Article
Shrinkage and Bayesian Shrinkage Estimation of the Expected Length of a M=M=1 Queue System
Title Of Journal
مجله پژوهشهاي آماري ايران
Publication Year
2018 (1397)
Volum
15
Issue Number
2
Page
301-316
Keywords
Bayes shrinkage estimator , expected length , M=M=1 queue , scale-invariant squared error loss function
Abstract
In this paper, shrinkage and Bayesian shrinkage estimation of the
expected length (l) in a M=M=1 queue system is considered. A shrinkage
estimator of l is considered when a priori about l as l0 is available. The
bias and the risk of shrinkage estimators are derived under a scale-invariant
squared error loss (SISEL) function. A class of Bayes shrinkage estimators
for l is proposed which is a generalization of Bayes shrinkage estimator and
a relative performance of proposed estimators and the maximum likelihood
estimator (MLE) is performed. A simulated data is given to illustrate the
proposed results. Finally, we conclude with a summary of our contributions.