ESTIMATION OF THE RATIO OF THE SCALE-PARAMETERS OF 2 EXPONENTIAL-DISTRIBUTIONS WITH UNKNOWN LOCATION PARAMETERS

被引：10

作者：

MADI, M ^{[1
]}

TSUI, KW ^{[1
]}

机构：

[1] UNIV WISCONSIN,DEPT STAT,MADISON,WI 53706

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1990年 / 42卷 / 01期

关键词：

equivariant estimator; inadmissible; risk reduction; scale parameter; Two-parameter exponential distribution;

D O I：

10.1007/BF00050780

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the estimation of the ratio of the scale parameters of two independent two-parameter exponential distributions with unknown location parameters. It is shown that the best affine equivariant estimator (BAEE) is inadmissible under any loss function from a large class of bowl-shaped loss functions. Two new classes of improved estimators are obtained. Some values of the risk functions of the BAEE and two improved estimators are evaluated for two particular loss functions. Our results are parallel to those of Zidek (1973, Ann. Statist., 1, 264-278), who derived a class of estimators that dominate the BAEE of the scale parameter of a two-parameter exponential distribution. © 1990 The Institute of Statistical Mathematics.

引用

页码：77 / 87

页数：11

共 9 条

[1]

Abramowitz M.., 1972, HDB MATH FUNCTIONS

[2] INADMISSIBILITY OF USUAL SCALE ESTIMATE FOR A SHIFTED EXPONENTIAL DISTRIBUTION [J].