ON LOCATION AND SCALE-PARAMETERS OF EXPONENTIAL-DISTRIBUTIONS WITH CENSORED OBSERVATIONS

被引:8
作者
ELFESSI, A [1 ]
PAL, N [1 ]
机构
[1] UNIV SW LOUISIANA,DEPT STAT,LAFAYETTE,LA 70504
关键词
QUADRATIC LOSS FUNCTION; RISK FUNCTION; BEST EQUIVARIANT ESTIMATOR; INADMISSIBILITY;
D O I
10.1080/03610929108830585
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
In this paper we first address the problem of estimating the common scale of several exponential distributions with unknown location parameters when censored samples are observed. The improved estimators are basically Stein type estimators. These estimators are then used to construct improved estimators of location parameters.
引用
收藏
页码:1579 / 1592
页数:14
相关论文
共 12 条
[1]   ALTERNATIVE ESTIMATORS FOR SCALE PARAMETER OF EXPONENTIAL DISTRIBUTION WITH UNKNOWN LOCATION [J].
BREWSTER, JF .
ANNALS OF STATISTICS, 1974, 2 (03) :553-557
[2]   ON ADMISSIBILITY OF INVARIANT ESTIMATORS OF ONE OR MORE LOCATION PARAMETERS [J].
BROWN, LD .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (05) :1087-&
[3]   SHRINKAGE ESTIMATION OF THRESHOLD PARAMETER OF THE EXPONENTIAL-DISTRIBUTION [J].
CHIOU, P ;
HAN, CP .
IEEE TRANSACTIONS ON RELIABILITY, 1989, 38 (04) :449-453
[4]   LIFE TESTING [J].
EPSTEIN, B ;
SOBEL, M .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1953, 48 (263) :486-502
[5]   SOME THEOREMS RELEVANT TO LIFE TESTING FROM AN EXPONENTIAL DISTRIBUTION [J].
EPSTEIN, B ;
SOBEL, M .
ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (02) :373-381
[6]   ADMISSIBILITY FOR ESTIMATION WITH QUADRATIC LOSS [J].
KARLIN, S .
ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02) :406-436
[7]   CONDITIONAL DISTRIBUTION OF ORDER-STATISTICS AND DISTRIBUTION OF REDUCED ITH ORDER STATISTIC OF EXPONENTIAL MODEL [J].
LAURENT, AG .
ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (02) :652-&
[9]   SHRINKAGE ESTIMATION OF THE EXPONENTIAL SCALE PARAMETER [J].
PANDEY, M .
IEEE TRANSACTIONS ON RELIABILITY, 1983, 32 (02) :203-205
[10]   IMPROVED ESTIMATORS OF GENERALIZED VARIANCE [J].
SINHA, BK .
JOURNAL OF MULTIVARIATE ANALYSIS, 1976, 6 (04) :617-625