Simultaneous estimation of two ordered exponential parameters
- 1 January 1991
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 20 (8) , 2559-2576
- https://doi.org/10.1080/03610929108830650
Abstract
Let a random sample of size ni be drawn from an exponential distribution with mean λi ,i=1,2, satisfying λ1 ≤ λ2 .The problem of simultaneous estimation of (λ1 , λ2 ), λ1 ≤ λ2 has been studied. It has been shown that the mixed estimator of (λ1 , λ2), λ1 ≤ λ2 beats the usual estimator when the loss function is the sum of squared errors. A class of estimators admissible in the class of mixed estimators are found. The asymptotic efficiency of the mixed estimator of (λ1 ,λ2) relative to has also been obtained for n1 = =n2.Keywords
This publication has 6 references indexed in Scilit:
- Simultaneous estimation of ordered parametersCommunications in Statistics - Theory and Methods, 1988
- The Quadratic Loss of Isotonic Regression Under NormalityThe Annals of Statistics, 1981
- Estimation of the Last Mean of a Monotone SequenceThe Annals of Mathematical Statistics, 1970
- Estimation for Monotone Parameter Sequences: The Discrete CaseThe Annals of Mathematical Statistics, 1970
- Estimation of Two Ordered Translation ParametersThe Annals of Mathematical Statistics, 1968
- Estimating Ordered ProbabilitiesThe Annals of Mathematical Statistics, 1963