Estimating the minimum and maximum location parameters for two ig-exponential scale mixtures |
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| Authors: | Carpenter Mark Jaimie L Hebert |
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| Institution: | 1. Division of Mathematical and Information Sciences , Sam Houston State University , Huntsville, TX, 77341;2. Department of Mathematical Sciences , Appalachian State University , Boone, NC, 28608 |
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| Abstract: | Suppose that we have two components, each having a two-parameter exponential distribution. Suppose further that these components are conditionally independent, sharing a common random hazard rate and possessing unequal, fixed, unknown location parameters. We develop estimators for the minimum and maximum of these location parameters when the random hazard rate has an inverse Gaussian distribution. Performance comparisons are made among the proposed estimators. Maximum likelihood estimators are shown to be inadmissible. |
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| Keywords: | Maximum likelihood estimator absolute bias mean squared error hazard rate inverse Gaussian random environment |
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