A note on the common location parameter of several exponential populations |
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Authors: | Chun Jin Robert H. Crouse |
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Affiliation: | Department of Mathematical Sciences , Central Connecticut State University , New Britain, CT, 06050-4010, USA |
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Abstract: | The problem of estimation of an unknown common location parameter of several exponential populations with unknown and possibly unequal scale parameters is considered. A wide class of estimators, including both a modified maximum likelihood estimator (MLE), and the uniformly minimum variance unbiased estimator (Umvue) proposed by ghosh and razmpour(1984), is obtained under a class of convex loss functions. |
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Keywords: | mle UMVUE Identity Estimation Convex loss function |
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