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Simultaneous estimation of Poisson means of the selected subset

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Title Simultaneous estimation of Poisson means of the selected subset
 
Creator VELLAISAMY, P
AL-MOSAWI, R
 
Subject discrete exponential family
population
parameter
poisson populations
selected subset
estimation after selection
natural estimator
unbiased estimator
difference inequalities
improved estimators
 
Description Let pi(1), pi(2), ... , pi(p) be p independent Poisson populations with means lambda(1), ... , lambda(p), respectively. Let {X(1), ... , X(p)} denote the set of observations, where X(i) is from pi(i). Suppose a subset of populations is selected using Gupta and Huang's (1975) selection rule which selects pi(i) if and only if X(i) + 1 >= cX((1)), where X((1)) = max{X(1), ... , X(p)}, and 0 < c < 1. In this paper, the simultaneous estimation of the Poisson means associated with the selected populations is considered for the k-normalized squared error loss function. It is shown that the natural estimator is positively biased. Also, a class of estimators that are better than the natural estimator is obtained by solving certain difference inequalities over the sample space. A class of estimators which dominate the UMVUE is also obtained. Monte carlo simulations are used to assess the percentage improvements and an application to a real-life example is also discussed. .
 
Publisher ELSEVIER SCIENCE BV
 
Date 2011-07-26T17:16:47Z
2011-12-26T12:55:22Z
2011-12-27T05:38:05Z
2011-07-26T17:16:47Z
2011-12-26T12:55:22Z
2011-12-27T05:38:05Z
2010
 
Type Article
 
Identifier JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 140(11), 3355-3364
0378-3758
http://dx.doi.org/10.1016/j.jspi.2010.04.050
http://dspace.library.iitb.ac.in/xmlui/handle/10054/6974
http://hdl.handle.net/10054/6974
 
Language en