ABSTRACT Prakash and Singh presented the shrinkage testimators under the invariant version of LINEX loss function for the scale parameter of an exponential distribution in presence Type-II censored data. In this paper, we extend this approach to gamma distribution, as Prakash and Singh’s paper is a special case of this paper. In fact, some shrinkage testimators for the scale parameter of a gamma distribution, when Type-II censored data are available, have been suggested under the LINEX loss function assuming the shape parameter is to be known. The comparisons of the proposed testimators have been made with improved estimator. All these estimators are compared empirically using Monte Carlo simulation.
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A. Shadrokh and H. Pazira, "Shrinkage Testimator in Gamma Type-II Censored Data under LINEX Loss Function," Open Journal of Statistics, Vol. 3 No. 4, 2013, pp. 245-257. doi: 10.4236/ojs.2013.34028.
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