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Estimating the Renyi entropy of several exponential populations

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Title Estimating the Renyi entropy of several exponential populations
 
Creator KAYAL, S
KUMAR, S
VELLAISAMY, P
 
Subject Entropy estimation
equivariance
improved estimators
MLE
shifted exponential
UMVUE
 
Description Suppose independent random samples are drawn from k shifted exponential populations with a common location but unequal scale parameters. The problem of estimating the Renyi entropy is considered. The uniformly minimum variance unbiased estimator (UMVUE) is derived. Sufficient conditions for improvement over affine and scale equivariant estimators are obtained. As a consequence, improved estimators over the UMVUE and the maximum likelihood estimator (MLE) are obtained. Further, for the case k = 1, an estimator that dominates the best affine equivariant estimator is derived. Cases when the location parameter is constrained are also investigated in detail.
 
Publisher BRAZILIAN STATISTICAL ASSOCIATION
 
Date 2016-01-15T10:09:15Z
2016-01-15T10:09:15Z
2015
 
Type Article
 
Identifier BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 29(1)94-111
0103-0752
http://dx.doi.org/10.1214/13-BJPS230
http://dspace.library.iitb.ac.in/jspui/handle/100/18333
 
Language en