A note on the equivariant estimation of an exponential scale using progressively censored data

被引：5
作者：
Madi, Mohamed T. [1 ]
机构：
[1] UAE Univ, Dept Stat, Al Ain, U Arab Emirates
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2010年 / 140卷 / 06期
关键词：
Scale parameter; Exponential distribution; Risk reduction; Equivariant estimator; Improved estimation; Mean squared error; Entropy loss; Type II progressive censoring; UNKNOWN LOCATION; ALTERNATIVE ESTIMATORS; ORDER-STATISTICS; DISTRIBUTIONS; PARAMETERS;
D O I：
10.1016/j.jspi.2009.12.006
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 problem of estimating the scale parameter 0 of the shifted exponential distribution with unknown location based on a type II progressively censored sample. Under a large class of bowl-shaped loss functions, a smooth estimator, that dominates the minimum risk equivariant estimator of 0, is proposed. A numerical study is performed and shows that the improved estimator yields significant risk reduction over the MRE. (C) 2009 Elsevier B.V. All rights reserved.
引用
收藏
页码：1437 / 1440
页数：4
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