In this paper, we studied estimators based on an interval shrinkage with equal weights point shrinkage estimators for all individual target points ¯θ ∈ (θ0,θ1) for exponentially distributed observations in the presence of outliers drawn from a uniform distribution. Estimators obtained from...

We offer a new and straightforward proof of F.B. Knight's [3] theorem that the Cauchy type is characterized by the fact that it has no atom and is invariant under the involution i : x - -1/x. Our approach uses the representation X = tan theta where theta is uniform on (-pi/2,pi/2) when X is...

In this study, Jackknifed estimators are obtained for the parameters @ and ß of the Uniform(ß ,@) distribution based on progressively type-II right censored sample. Expected values and variances of jackknifed and non-jackknifed estimators are derived and compared. A numerical example is given...

We compare and investigate Neyman's smooth test, its components, and the Kolmogorov-Smirnov (KS) goodness-of-fit test for testing the uniformity of multivariate forecast densities. Simulations indicate that the KS test lacks power when the forecast distributions are misspecified, especially for...

This paper analyzes the relationship between opportunity costs of waiting and bribery in rationing by waiting situations. Assuming that a uniform waiting time clears the market for any given bribe and the bureaucrat chooses a bribe to maximize profit, the market equilibrium is characterized in...