Manas Ranjan Tripathy

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

Yayın Aralığı: 6
Başlangıç: 2002
Yayıncı: Hacettepe Üniversitesi Fen Fakultesi

In this paper, we consider the problem of estimating common locationparameter of two exponential populations using type-II censored sam-ples when the scale parameters are unknown. The loss function is takenas the quadratic loss. First, we derive a class of ane equivariant esti-mators, which includes the maximum likelihood estimator (MLE) andthe 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 termsof the risk values are obtained. An example is given to compute theestimates using our result. Finally a simulation study has been carriedout to numerically compare the risk functions of all the estimators.

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