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>

In this paper, an evaluation of the performance of several confidence interval estimators of the population coefficient of variation (τ) using ranked set sampling compared to simple random sampling is performed. Two performance measures are used to assess the confidence intervals for τ,...

This paper introduces a shrinkage estimator for the logit model which is a generalization of the estimator proposed by Liu (1993) for the linear regression. This new estimation method is suggested since the mean squared error (MSE) of the commonly used maximum likelihood (ML) method becomes...

Recently, Liu (1993) estimator draws an important attention to estimate the regression parameters for an ill-conditioned linear regression model when the vector of errors is distributed according to the law belonging to the class of elliptically contoured distributions (ECDs). This paper...

We consider the likelihood and Bayesian estimation of the stress-strength reliability based on lower record values from the generalized exponential distribution. The estimators are derived and their properties are studied. Confidence intervals, exact and approximate, as well as the Bayesian...

The predictive distributions of the future responses and regression matrix under the multivariate elliptically contoured distributions are derived using structural approach. The predictive distributions are obtained as matrix-t which are identical to those obtained under matrix normal and...