ESTIMATION OF PARAMETERS OF AN EXPONENTIAL-DISTRIBUTION WHEN THE PARAMETER SPACE IS RESTRICTED WITH AN APPLICATION TO 2-SAMPLE PROBLEM

The problem of estimating location and scale parameters of an exponential distribution is considered when location parameter in bounded above by a known constant. We propose estimators which are better than the standard estimators in unrestricted case with respect to the mean square error criterion. These estimators are also compared with respect to Pitman Nearness criterion and some interesting and paradoxical results are observed. The theory developed is applied to the problem of estimating the location and scale parameters of two exponential distributions when location parameters are ordered.