An Efficient Single Stage Shrinkage Estimator for the Scale parameter of Inverted Gamma Distribution
Abstract
The present paper agrees with estimation of scale parameter θ of the Inverted Gamma (IG) Distribution when the shape parameter α is known (α=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.
Keywords
: Inverted Gamma Distribution, Maximum Likelihood Estimator, MLE, Shrinkage EstimatorPretest Region, Bias, Mean Squared Error and Relative Efficiency.Metrics