Estimation of Ordered Location Parameters: The Exponential Distribution
作者:
Neeraj Misra,
Harshinder Singh,
期刊:
Statistics
(Taylor Available online 1994)
卷期:
Volume 25,
issue 3
页码: 239-249
ISSN:0233-1888
年代: 1994
DOI:10.1080/02331889408802448
出版商: Gordon & Breach Science Publishers
关键词: AMS 1980 subject classification;Primary 62G05;secondary 62N05;Location parameter;mixed estimators;admissible estimators;minimum risk estimator (MRE)
数据来源: Taylor
摘要:
The problem of component wise estimation of ordered location parametersθ1(θ1≤θ2) of two independent exponential distributions is investigated. The scale parameters are assumed to be unequal but known. Independent random samples of unequal sample sizes are drawn from two populations and the estimators admissible among the mixed estimators ofθ1andθ2are obtained. It is shown that the minimum risk estimators (MREs) ofθ1andθ2without assumingθ1≤θ2are inadmissible when one does assume thatθ1≤θ2. The efficiencies of mixed estimators relative to MREs (without assumingθ1≤θ2) are tabulated for equal sample sizes and equal scale parameters.
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