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Simultaneous estimation of hazard rates of several exponential populations |
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| Authors: | A K Mahapatra Somesh Kumar P Vellaisamy |
| Institution: | 1. Department of Mathematics, ITER, Siksha O Anusandhan University, Bhubaneswar, India;2. Department of Mathematics, Indian Institute of Technology, Kharagpur, India;3. Department of Mathematics, Indian Institute of Technology, Bombay, India |
| Abstract: | Suppose independent random samples are drawn from k (2) populations with a common location parameter and unequal scale parameters. We consider the problem of estimating simultaneously the hazard rates of these populations. The analogues of the maximum likelihood (ML), uniformly minimum variance unbiased (UMVU) and the best scale equivariant (BSE) estimators for the one population case are improved using Rao‐Blackwellization. The improved version of the BSE estimator is shown to be the best among these estimators. Finally, a class of estimators that dominates this improved estimator is obtained using the differential inequality approach. |
| Keywords: | squared error loss uniformly minimum variance unbiased estimator modified maximum likelihood estimator best scale equivariant estimator differential inequality approach improved estimation |