A note on the location parameters of two exponential distributions under order restrictions |
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| Authors: | CHUN Jin NAB endu pal |
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| Affiliation: | Department of Statistics , University of Southwestern Louisiana , Lafayette, Louisiana, 70504, USA |
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| Abstract: | The problem of simultaneous estimation of location parameters of two independent exponential distributions is considered when location and/or scale parameters are ordered. We show that the standard estimators in the unrestricted case which use information only from the populations individually can be improved upon when various order restrictions are known to hold. The improved estimators are obtained under the quadratic loss function |
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| Keywords: | Quadratic loss function risk function best affine equivariant estimator location and scale parameters |
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