Record Details

INADMISSIBILITY RESULTS FOR THE SELECTED SCALE-PARAMETERS

DSpace at IIT Bombay

View Archive Info
 
 
Field Value
 
Title INADMISSIBILITY RESULTS FOR THE SELECTED SCALE-PARAMETERS
 
Creator VELLAISAMY, P
 
Subject exponential-families
estimators
population
estimation after selection
gamma-scale parameters
inadmissible estimators
differential inequalities
simultaneous estimation after selection
 
Description Let X1, X2,..., X(k) be k independent gamma random variables with different scale parameters but with a common known shape parameter. Suppose the population corresponding to the largest X(1) [or the smallest X(k)] observation is selected. The problem of estimating the scale parameter theta(1) [or theta(k)] of the selected population is considered. We derive, using the method of differential inequalities, explicit estimators that dominate the natural or the existing estimators. The improved estimators of theta(1) are similar to that of DasGupta estimators for the usual simultaneous estimation problem. An implication of this result for the simultaneous estimation of the selected subset is also considered.
 
Publisher INST MATHEMATICAL STATISTICS
 
Date 2011-08-03T09:52:22Z
2011-12-26T12:54:09Z
2011-12-27T05:41:36Z
2011-08-03T09:52:22Z
2011-12-26T12:54:09Z
2011-12-27T05:41:36Z
1992
 
Type Article
 
Identifier ANNALS OF STATISTICS, 20(4), 2183-2191
0090-5364
http://dx.doi.org/10.1214/aos/1176348913
http://dspace.library.iitb.ac.in/xmlui/handle/10054/8981
http://hdl.handle.net/10054/8981
 
Language en