Simultaneous estimation of ordered parameters
- 1 January 1988
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 17 (12) , 4315-4336
- https://doi.org/10.1080/03610928808829876
Abstract
The problem of estimating ordered parameters is encountered in biological, agricultural, reliability and various other experiments. Consider two populations with densities f1(x1-ω1) and f2(x2-ω2) where ω1#ω2. The estimation of ω1,ω2) with the loss function, the sum of squared errors, is studied. when fi is the fi(,i,,i 2) density with ,i known, i=1,2; we obtain a class of minimax estimators. When ω1 #ω2 we show some of these estimators are improved by the maximum likelihood estimator. For a general fi we give sufficient conditions for the minimaxity of the analogue of the Pitman estimator.Keywords
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