Some inadmissibility results for estimating ordered uniform scale parameters
- 1 January 1995
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 24 (3) , 675-685
- https://doi.org/10.1080/03610929508831516
Abstract
Independent random samples (of possibly unequal sizes) are drawn from k (≥2) uniform populations having unknown scale parameters μ1,…,μk. The problem of componentwise estimation of ordered parameters is investigated. The loss function is assumed to be squared error and the cases of known and unknown ordering among μ1,…,μk. are dealt with separately. Sufficient conditions for an estimator to be inadmissible are provided and as a consequence, many natural estimators are shown to be inadmissible, Better estimators are provided.Keywords
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