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AuthorArshad M.
AuthorBaklizi A.
Available date2020-01-01T10:25:03Z
Publication Date2018
Publication NameCommunications in Statistics - Theory and Methods
ResourceScopus
ISSN3610926
URIhttp://dx.doi.org/10.1080/03610926.2018.1435805
URIhttp://hdl.handle.net/10576/12468
AbstractConsider the problem of estimating the common location parameter of two exponential populations using record data when the scale parameters are unknown. We derive the maximum likelihood estimator (MLE), the modified maximum likelihood estimator (MMLE) and the uniformly minimum variance unbiased estimator (UMVUE) of the common location parameter. Further, we derive a general result for inadmissibility of an equivariant estimator under the scaled-squared error loss function. Using this result, we conclude that the MLE and the UMVUE are inadmissible and better estimators are provided. A simulation study is conducted for comparing the performances of various competing estimators. - 2018 Taylor & Francis Group, LLC
Languageen
PublisherTaylor and Francis Inc.
SubjectExponential distribution
Maximum likelihood estimator
Uniformly minimum variance unbiased estimator
Upper record values.
TitleEstimation of common location parameter of two exponential populations based on records
TypeArticle
Pagination01-Aug
dc.accessType Abstract Only


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