Journal Article10.1080/03610929108830650
Simultaneous estimation of two ordered exponential parameters
G. Vijayasree,Harshinder Singh +1 more
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TL;DR: In this paper, a mixed estimator of (λ 1, λ 2 ), λ 1 ≤ λ2 has been shown to outperform the usual estimator when the loss function is the sum of squared errors and a class of estimators admissible in the class of mixed estimators are found.
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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.
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Citations
Componentwise estimation of ordered parameters of k(≧2) exponential populations
TL;DR: In this paper, the authors considered the estimation of ordered parameters of k (≥ 2) exponential distributions by improving upon the usual estimators and used the Brewerzidek technique to find sufficient conditions for an estimator of λi and/or μi to be inadmissible with respect to the MSE criterion.
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Estimation of the order restricted scale parameters for two populations from the Lomax distribution
TL;DR: It is proved that the best equivariant estimators of the scale parameters (in the unrestricted case) are not admissible and estimators that improve upon the usual ones are constructed (when these parameters are known to be ordered).
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On the improved estimation of location parameters subject to order restrictions in location-scale families ⁄
Steven T. Garren
- 01 Jan 2000
TL;DR: In this paper, the authors show that the isotonic regression estimator fails to dominate the unrestricted maximum likelihood estimator in terms of mean squared error, when the variances are unknown and unequal in a normal model.
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Estimating the common hazard rate of two exponential distributions with ordered location parameters
TL;DR: In this paper, the hazard rate of two exponential distributions with unknown and ordered location parameters under a general class of bowl-shaped scale invariant distributions is estimated under a generalized class of scale invariants.
6
A Note on the Pitman Estimator of Ordered Normal Means When the Variances Are Unequal
TL;DR: In this article, the generalized Pitman estimator of Θ with respect to the uniform prior on the restricted space Ω is considered and the risk performance of δ p is compared numerically with that of the restricted maximum likelihood estimator δ MLE and the usual estimator X 1, X 2, X 3.
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References
An introduction to probability theory and its applications - 3/E. volume 3
William Feller
- 22 Mar 2002
Abstract: The classic text for understanding complex statistical probability An Introduction to Probability Theory and Its Applications offers comprehensive explanations to complex statistical problems. Delving deep into densities and distributions while relating critical formulas, processes and approaches, this rigorous text provides a solid grounding in probability with practice problems throughout. Heavy on application without sacrificing theory, the discussion takes the time to explain difficult topics and how to use them. This new second edition includes new material related to the substitution of probabilistic arguments for combinatorial artifices as well as new sections on branching processes, Markov chains, and the DeMoivreLaplace theorem.
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Statistical Inference Under Order Restrictions
TL;DR: In this paper, Statistical Inference Under Order Restrictions (SINR) under order restrictions is discussed. But this paper is restricted to the case of order restrictions. And it is not applicable to the present paper.
1.7K
Estimation of the Last Mean of a Monotone Sequence
TL;DR: In this paper, the authors studied the problem of estimating the largest of a set of ordered parameters, when it is known which populations correspond to each ordered parameter, and showed that the generalized Bayes estimator is admissible and minimax.
Simultaneous estimation of ordered parameters
Somesh Kumar,Divakar Sharma +1 more
TL;DR: The problem of estimating ordered parameters is encountered in biological, agricultural, reliability and various other experiments as discussed by the authors, where the authors consider two populations with densities f1(x 1-ω1) and f2(x 2-ω2) where ω1#ω2.
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