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On the invariant estimation of an exponential scale using doubly censored data

✍ Scribed by Mohamed T. Madi

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
87 KB
Volume
56
Category
Article
ISSN
0167-7152

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✦ Synopsis

We consider the problem of estimating the scale parameter Γ‚ of the shifted exponential distribution with unknown shift based on a doubly censored sample from this distribution. Under squared error loss, Elfessi (Statist. Probab. Lett. 36 (1997) 251) has shown that the best a ne equivariant estimator (BAEE) of Γ‚ is inadmissible. A smoother dominating procedure is proposed. The new improved estimator is shown, via a numerical study, to provide more signiΓΏcant risk reductions over the BAEE.

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