Some inadmissibility results for estimating ordered uniform scale parameters |
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| Authors: | Neeraj Misra Ishwari D Dhariyal |
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| Institution: | 1. Department of Statistics , Pan jab University , CHANDIGARH, 160 014, INDIA;2. Department of Mathematics , Indian Institute of Technology , KANPUR, 208 016, INDIA |
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| Abstract: | Independent random samples (of possibly unequal sizes) are drawn from k (≥2) uniform populations having unknown scale parameters μ1,…,μk. The problem of componentwise estimation of ordered parameters is investigated. The loss function is assumed to be squared error and the cases of known and unknown ordering among μ1,…,μk. are dealt with separately. Sufficient conditions for an estimator to be inadmissible are provided and as a consequence, many natural estimators are shown to be inadmissible, Better estimators are provided. |
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| Keywords: | Inadmissible estimators Maximum likelihood estimators Minimum risk estimators Ordered parameters Scale parameters |
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