Estimation of the smaller and larger of two uniform scale parameters |
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Authors: | Abdulaziz Elfessi Nabendu Pal |
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Affiliation: | Department of Statistics , University of Southwestern Louisiana , Lafayette, Louisiana, 70504, USA |
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Abstract: | Assume independent random samples are drawn from two populations which are uniformly distributed with unknown scale parameters. The problem is to estimate the minimum and the maximum of the two unknown scales. In this paper, several simple estimators are proposed which are better than the natural estimators in terms of standardized bias, risk under squared error loss and the Pitman nearness criterion. |
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Keywords: | Maximum likelihood estimator squared error loss standardized bias Pitman nearness criterion |
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