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Simultaneous estimation of hazard rates of several exponential populations

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Field Value
 
Title Simultaneous estimation of hazard rates of several exponential populations
 
Creator MAHAPATRA, AK
KUMAR, S
VELLAISAMY, P
 
Subject squared error loss
uniformly minimum variance unbiased estimator
modified maximum likelihood estimator
best scale equivariant estimator
differential inequality approach
improved estimation
SCALE-PARAMETERS
 
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.
 
Publisher WILEY-BLACKWELL
 
Date 2014-10-15T17:07:15Z
2014-10-15T17:07:15Z
2012
 
Type Article
 
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
 
Language en