3103

A. Kiapour and M. Naghizadeh Qomi

مجله پژوهشهاي آماري ايران

2018 (1397)

15

2

301-316

Bayes shrinkage estimator , expected length , M=M=1 queue , scale-invariant squared error loss function

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.