Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters

Mohamed Madi, Kam Wah Tsui

Research output: Contribution to journalArticlepeer-review

15 Citations (Scopus)

Abstract

We consider the estimation of the ratio of the scale parameters of two independent two-parameter exponential distributions with unknown location parameters. It is shown that the best affine equivariant estimator (BAEE) is inadmissible under any loss function from a large class of bowl-shaped loss functions. Two new classes of improved estimators are obtained. Some values of the risk functions of the BAEE and two improved estimators are evaluated for two particular loss functions. Our results are parallel to those of Zidek (1973, Ann. Statist., 1, 264-278), who derived a class of estimators that dominate the BAEE of the scale parameter of a two-parameter exponential distribution.

Original languageEnglish
Pages (from-to)77-87
Number of pages11
JournalAnnals of the Institute of Statistical Mathematics
Volume42
Issue number1
DOIs
Publication statusPublished - Mar 1990
Externally publishedYes

Keywords

  • Two-parameter exponential distribution
  • equivariant estimator
  • inadmissible
  • risk reduction
  • scale parameter

ASJC Scopus subject areas

  • Statistics and Probability

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