A note on the equivariant estimation of an exponential scale using progressively censored data

Mohamed T. Madi

doi:10.1016/j.jspi.2009.12.006

A note on the equivariant estimation of an exponential scale using progressively censored data

Mohamed T. Madi

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Abstract

We consider the problem of estimating the scale parameter θ of the shifted exponential distribution with unknown location based on a type II progressively censored sample. Under a large class of bowl-shaped loss functions, a smooth estimator, that dominates the minimum risk equivariant estimator of θ, is proposed. A numerical study is performed and shows that the improved estimator yields significant risk reduction over the MRE.

Original language	English
Pages (from-to)	1437-1440
Number of pages	4
Journal	Journal of Statistical Planning and Inference
Volume	140
Issue number	6
DOIs	https://doi.org/10.1016/j.jspi.2009.12.006
Publication status	Published - Jun 2010

Keywords

Entropy loss
Equivariant estimator
Exponential distribution
Improved estimation
Mean squared error
Risk reduction
Scale parameter
Type II progressive censoring

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1016/j.jspi.2009.12.006

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abstract = "We consider the problem of estimating the scale parameter θ of the shifted exponential distribution with unknown location based on a type II progressively censored sample. Under a large class of bowl-shaped loss functions, a smooth estimator, that dominates the minimum risk equivariant estimator of θ, is proposed. A numerical study is performed and shows that the improved estimator yields significant risk reduction over the MRE.",

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AB - We consider the problem of estimating the scale parameter θ of the shifted exponential distribution with unknown location based on a type II progressively censored sample. Under a large class of bowl-shaped loss functions, a smooth estimator, that dominates the minimum risk equivariant estimator of θ, is proposed. A numerical study is performed and shows that the improved estimator yields significant risk reduction over the MRE.

KW - Entropy loss

KW - Equivariant estimator

KW - Exponential distribution

KW - Improved estimation

KW - Mean squared error

KW - Risk reduction

KW - Scale parameter

KW - Type II progressive censoring

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JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 6

ER -

A note on the equivariant estimation of an exponential scale using progressively censored data

Abstract

Keywords

ASJC Scopus subject areas

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