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Quantile estimation of the selected exponential population

DSpace at IIT Bombay

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Title Quantile estimation of the selected exponential population
 
Creator VELLAISAMY, P
 
Subject selected population
exponential quantiles
natural estimators
inadmissibility
scale-equivariant estimators
differential inequalities
improved estimators
 
Description Let pi(1), pi(2),..., pi(k) be k independent exponential populations, where pi(i) has the unknown location parameter xi(i), and the common unknown scale parameter sigma. Let X-i denote the minimum of a random sample of size n from pi(i), and X-J = max{X-1,..., X-k}. Suppose the population corresponding to X-J is selected. The problem of estimating a quantile theta(J) = xi(J) + bsigma, b greater than or equal to 0, of the selected population is considered. The properties of the natural estimators are investigated. We derive a sufficient condition, based on the method of differential inequalities, for an estimator in the class of scale-equivariant estimators to be inadmissible. As a special case, we obtain improved estimators over the natural estimator of theta(J), for all values of b greater than or equal to 0, which is in contrast to the known results for the estimation of theta(1), based on the sample from pi(1). (C) 2002 .
 
Publisher ELSEVIER SCIENCE BV
 
Date 2011-07-26T12:39:59Z
2011-12-26T12:54:26Z
2011-12-27T05:42:19Z
2011-07-26T12:39:59Z
2011-12-26T12:54:26Z
2011-12-27T05:42:19Z
2003
 
Type Article
 
Identifier JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 115(2), 461-470
0378-3758
http://dx.doi.org/10.1016/S0378-3758(02)00156-8
http://dspace.library.iitb.ac.in/xmlui/handle/10054/6906
http://hdl.handle.net/10054/6906
 
Language en