- Hacettepe Journal of Mathematics and Statistics
- Volume:45 Issue:4
- Equivariant estimation of common location parameter of two exponential populations using censored sa...
Equivariant estimation of common location parameter of two exponential populations using censored samples
Authors : Manas Ranjan TRİPATHY
Pages : 1307-1320
View : 43 | Download : 7
Publication Date : 2016-08-01
Article Type : Research Paper
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 a ne equivariant esti- mators, which includes the maximum likelihood estimator insert ignore into journalissuearticles values(MLE); and the uniformly minimum variance unbiased estimator insert ignore into journalissuearticles values(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
ORIGINAL ARTICLE URL