2024/12/07 by Somnath Mondal, Mondal, Somnath, Lakshmi Kanta Patra +1
Computer Science · Mathematics · #62C05 #91B06 #Bayesian Methods and Mixture Models #Computation (stat.CO) #Distributed Sensor Networks and Detection Algorithms #FOS: Computer and information sciences #FOS: Mathematics #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.2412.05620
openalex publication_date 2024/12/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
The present manuscript is concerned with component-wise estimation of the positive power of ordered restricted standard deviation of two normal populations with certain restrictions on the means. We propose several improved estimators under a general scale invariant bowl-shaped loss function. Also, we proposed a class of improved estimators. It has been shown that the boundary estimator of this class is a generalized Bayes. As an application, the improved estimators are obtained with respect to quadratic loss, entropy loss, and a symmetric loss function. We have conducted extensive Monte Carlo simulations to study and compare the risk performance of the proposed estimators. Finally, a real life data analysis is given to illustrate our findings.