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

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

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