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Invariant Sequential Estimation of the Exponential Mean Life from the Ordered Observations

โœ Scribed by Yoshikazu Takada


Book ID
121833417
Publisher
American Statistical Association
Year
1981
Tongue
English
Weight
378 KB
Volume
76
Category
Article
ISSN
0162-1459

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Let random samples of equal sizes be drawn from two exponential distributions with ordered means ),~. The maximum likelihood estimator A~ of ~ is shown to have a smaller mean square error than that of the usual estimator .~, for each i --1, 2. The asymptotic efficiency of A\* relative to Xi has also