Some Estimators for the Pareto Distribution
Keywords:General entropy loss, Shrinkage factor, Shrinkage test-estimator, Bayes estimator, Relative efficiency.
We derive some shrinkage test-estimators and the Bayes estimators for the shape parameter of a Pareto distribution under the general entropy loss (GEL) function. The properties have been studied in terms of relative efficiency. The choices of shrinkage factor are also suggested.
Keywords: General entropy loss; Shrinkage factor; Shrinkage test-estimator; Bayes estimator; Relative efficiency.
Â© 2009 JSR Publications. ISSN: 2070-0237 (Print); 2070-0245 (Online). All rights
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