Smooth estimators for estimating order restricted scale parameters of two gamma distributions |
| |
| Authors: | Neeraj Misra P K Choudhary I D Dhariyal D Kundu |
| |
| Institution: | (1) Department of Mathematics, Indian Institute of Technology Kanpur, Kanpur 208016, India, IN;(2) Department of Statistics, Ohio State University, 1958 Neil Avenue, Columbus OH 43210-1247, USA, US |
| |
| Abstract: | We consider the problem of component-wise estimation of ordered scale parameters of two gamma populations, when it is known
apriori which population corresponds to each ordered parameter. Under the scale equivariant squared error loss function, smooth
estimators that improve upon the best scale equivariant estimators are derived. These smooth estimators are shown to be generalized
Bayes with respect to a non-informative prior. Finally, using Monte Carlo simulations, these improved smooth estimators are
compared with the best scale equivariant estimators, their non-smooth improvements obtained in Vijayasree, Misra & Singh (1995),
and the restricted maximum likelihood estimators.
Acknowledgments. Authors are thankful to a referee for suggestions leading to improved presentation. |
| |
| Keywords: | : best scale equivariant estimator mixed estimators non-informative prior restricted maximum likelihood estimator scale equivariant squared error loss function smooth estimators unrestricted maximum likelihood estimator |
| 本文献已被 SpringerLink 等数据库收录！ |
|
