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.
Brewster - Zidek technique Equivariant estimators Inadmissibility Quadratic loss function Relative risk performances Type-II censoring
Birincil Dil | İngilizce |
---|---|
Konular | Matematik |
Bölüm | İstatistik |
Yazarlar | |
Yayımlanma Tarihi | 1 Ağustos 2016 |
Yayımlandığı Sayı | Yıl 2016 Cilt: 45 Sayı: 4 |