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Estimation of ordered location parameters: The exponential distribution. (English) Zbl 0811.62029

Summary: The problem of componentwise estimation of ordered location parameters \(\theta_ 1\) and \(\theta_ 2\) \((\theta_ 1 \leq \theta_ 2)\) of two independent exponential distributions is investigated. The scale parameters are assumed to be unequal but known. Independent random samples of unequal sample sizes are drawn from two populations and the estimators admissible among the mixed estimators of \(\theta_ 1\) and \(\theta_ 2\) are obtained. It is shown that the minimum risk estimators (MREs) of \(\theta_ 1\) and \(\theta_ 2\) without assuming \(\theta_ 1 \leq \theta_ 2\) are inadmissible when one does assume that \(\theta_ 1 \leq \theta_ 2\). The efficiencies of mixed estimators relative to MREs (without assuming \(\theta_ 1 \leq \theta_ 2\)) are tabulated for equal sample sizes and equal scale parameters.

MSC:

62F10 Point estimation
62C15 Admissibility in statistical decision theory
62F30 Parametric inference under constraints
62G05 Nonparametric estimation
62N05 Reliability and life testing
Full Text: DOI

References:

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