Equivariant estimation of common location parameter of two exponential populations using censored samples

Year 2016, Volume: 45 Issue: 4 , 1307 - 1320 , 01.08.2016

Manas Ranjan Tripathy

https://izlik.org/JA22YU75KG

Abstract

In this paper, we consider the problem of estimating common location
parameter of two exponential populations using type-II censored sam-
ples when the scale parameters are unknown. The loss function is taken
as the quadratic loss. First, we derive a class of ane equivariant esti-
mators, which includes the maximum likelihood estimator (MLE) and
the uniformly minimum variance unbiased estimator (UMVUE). A suf-
cient condition for improving estimators in the class is derived. Con-
sequently, estimators dominating the MLE and the UMVUE in terms
of the risk values are obtained. An example is given to compute the
estimates using our result. Finally a simulation study has been carried
out to numerically compare the risk functions of all the estimators.

Keywords

Brewster - Zidek technique , Equivariant estimators , Inadmissibility , Quadratic loss function , Relative risk performances , Type-II censoring

References

• .
• .