Estimation of the common scale of several shifted exponential distributions with unknown locations

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    Abstract

    We consider the estimation of the common scale parameter of two or more independent shifted exponential distributions with unknown locations. Under a large class of bowl-shaped loss functions, the best location-scale in-AMS 1980 subject classification: Primary 62C15 Secondary 62F10.

    Original languageEnglish
    Pages (from-to)2295-2313
    Number of pages19
    JournalCommunications in Statistics - Theory and Methods
    Volume19
    Issue number6
    DOIs
    Publication statusPublished - 1990

    Keywords

    • bowl-shaped loss functions
    • exponential distribution
    • inadmissibility
    • location-scale parameters

    ASJC Scopus subject areas

    • Statistics and Probability

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