|
|||||
|
|
Estimation of the smaller and larger of two exponential location parameters |
|
| Authors: | Mark Carpenter Nabendu Pal Debashis Kushary |
| Affiliation: | 1. Department of Statistics , University of Southwestern Louisiana , Lafayette, Louisiana, 70504, USA;2. Department of Mathematical Sciences , Rutgers University at Camden , Camden, New Jersey, 08102, USA |
| Abstract: | Assume independent random samples are drawn from two populations which are exponentially distributed with unknown location parameters and a common known scale parameter. We want to estimate the maximum and the minimum of the unknowo location paremeters. In this paper several estimators are proposed which are better than the natural estimations in terms of absolute bias and /or meaqn squared error. |
| Keywords: | Maximum likelihood estimator absolute bias mean squared error best affine equivariant estimator |