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Improved estimators for the selected location parameters

DSpace at IIT Bombay

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Title Improved estimators for the selected location parameters
 
Creator VELLAISAMY, P
PUNNEN, AP
 
Subject exponential populations
subset-selection
subset selection
exponential populations
simultaneous estimation after selection
natural estimator
the unbiased estimator
improved estimators
 
Description Let pi(i), i = 1, 2,..., k be k independent exponential populations with different unknown location parameters theta(i), i = 1, 2,..., k and common known scale parameter sigma. Let Y-i denote the smallest observation based on a random sample of size n from the i-th population. Suppose a subset of the given k populations is selected using the subset selection procedure according to which the population pi(i) is selected iff Y-i greater than or equal to Y-(1) - d, where Y-(1) is the largest of the Y-i's and d is some suitable constant. The estimation of the location parameters associated with the selected populations is considered for the squared error loss. It is observed that the natural estimator dominates the unbiased estimator. It is also shown that the natural estimator itself is inadmissible and a class of improved estimators that dominate the natural estimator is obtained. The improved estimators are consistent and their risks are shown to be O(kn(-2)). As a special case, we obtain the corresponding results for the estimation of theta((1)), the parameter associated with Y-(1).
 
Publisher SPRINGER-VERLAG
 
Date 2011-08-30T11:30:01Z
2011-12-26T12:58:55Z
2011-12-27T05:49:38Z
2011-08-30T11:30:01Z
2011-12-26T12:58:55Z
2011-12-27T05:49:38Z
2002
 
Type Article
 
Identifier STATISTICAL PAPERS, 43(2), 291-299
0932-5026
http://dx.doi.org/10.1007/s00362-002-0102-2
http://dspace.library.iitb.ac.in/xmlui/handle/10054/12298
http://hdl.handle.net/10054/12298
 
Language en