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Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness

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  • Jafar Ahmadi
  • Elham Mirfarah
  • Ahmad Parsian

Abstract

In this article, based on generalized order statistics from a family of proportional hazard rate model, we use a statistical test to generate a class of preliminary test estimators and shrinkage preliminary test estimators for the proportionality parameter. These estimators are compared under Pitman measure of closeness (PMC) as well as MSE criteria. Although the PMC suffers from non transitivity, in the first class of estimators, it has the transitivity property and we obtain the Pitman-closest estimator. Analytical and graphical methods are used to show the range of parameter in which preliminary test and shrinkage preliminary test estimators perform better than their competitor estimators. Results reveal that when the prior information is not too far from its real value, the proposed estimators are superior based on both mentioned criteria.

Suggested Citation

  • Jafar Ahmadi & Elham Mirfarah & Ahmad Parsian, 2017. "Comparison of preliminary test estimators based on generalized order statistics from proportional hazard family using Pitman measure of closeness," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(7), pages 3200-3216, April.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:7:p:3200-3216
    DOI: 10.1080/03610926.2015.1060336
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