Simultaneous estimation of hazard rates of several exponential populations
DSpace at IIT Bombay
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Title |
Simultaneous estimation of hazard rates of several exponential populations
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Creator |
MAHAPATRA, AK
KUMAR, S VELLAISAMY, P |
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Subject |
squared error loss
uniformly minimum variance unbiased estimator modified maximum likelihood estimator best scale equivariant estimator differential inequality approach improved estimation SCALE-PARAMETERS |
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Description |
Suppose independent random samples are drawn from k (2) populations with a common location parameter and unequal scale parameters. We consider the problem of estimating simultaneously the hazard rates of these populations. The analogues of the maximum likelihood (ML), uniformly minimum variance unbiased (UMVU) and the best scale equivariant (BSE) estimators for the one population case are improved using Rao-Blackwellization. The improved version of the BSE estimator is shown to be the best among these estimators. Finally, a class of estimators that dominates this improved estimator is obtained using the differential inequality approach.
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Publisher |
WILEY-BLACKWELL
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Date |
2014-10-15T17:07:15Z
2014-10-15T17:07:15Z 2012 |
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Type |
Article
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Identifier |
STATISTICA NEERLANDICA, 66(2)121-132
http://dx.doi.org/10.1111/j.1467-9574.2011.00499.x http://dspace.library.iitb.ac.in/jspui/handle/100/15287 |
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Language |
en
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