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Estimation of parameters of exponential distribution in the truncated space using asymmetric loss function
Authors:A. Parsian  N. Sanjari Farsipour
Affiliation:(1) School of Mathematics, Istahan University of Technology, 84156 Isfahan, Iran;(2) Department of Statistics, Shiraz University, 71454 Shiraz, Iran
Abstract:This paper is concerned with estimation of location and scale parameters of an exponential distribution when the location parameter is bounded above by a known constant. We propose estimators which are better than the standard estimators in the unrestricted case with respect to the suitable choice of LINEX loss. The admissibility of the modified Pitman estimators with respect to the LINEX loss is proved. Finally the theory developed is applied to the problem of estimating the location and scale parameters of two exponential distributions when the location parameters are ordered.
Keywords:  KeywordHeading"  > and Phrases Admissibility  asymmetric loss function  best invariant estimator  estimation under order restriction  exponential distribution  LINEX loss function  life testing  Pitman type estimator  truncated space
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