On estimating the mean of the selected normal population under the LINEX loss function |
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| Authors: | Neeraj?Misra mailto:" title=" " itemprop=" email" data-track=" click" data-track-action=" Email author" data-track-label=" " >Email author,Edward?C.?van der?Meulen mailto:" title=" " itemprop=" email" data-track=" click" data-track-action=" Email author" data-track-label=" " >Email author |
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| Affiliation: | (1) Department of Mathematics, Indian Institute of Technology Kanpur, 208016 Kanpur, India;(2) Department of Mathematics, Katholieke University Leuven, B-3001 Heverlee, Belgium |
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| Abstract: | ![]()
Following Parsian and Farsipour (1999), we consider the problem of estimating the mean of the selected normal population, from two normal populations with unknown means and common known variance, under the LINEX loss function. Some admissibility results for a subclass of equivariant estimators are derived and a sufficient condition for the inadmissibility of an arbitrary equivariant estimator is provided. As a consequence, several of the estimators proposed by Parsian and Farsipour (1999) are shown to be inadmissible and better estimators are obtained.Received January 2001/Revised May 2002 |
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| Keywords: | admissible estimators equivariant estimators inadmissible estimators LINEX loss function mean of the selected population natural selection rule |
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