Baklizi, Ayman; El-Masri, Abed El Qader - In: Metrika 59 (2004) 2, pp. 163-171
We consider the problem of estimating R=P(XY) where X and Y have independent exponential distributions with parameters θ and λ respectively and a common location parameter μ. Assuming that there is a prior guess or estimate R <Subscript>0</Subscript>, we develop various shrinkage estimators of R that incorporate...</subscript>