2023/02/07 by Suchandan Kayal, Kayal, Suchandan, Lakshmi Kanta Patra +1 · 2 citations
Mathematics · #Advanced Statistical Methods and Models #FOS: Mathematics #Statistical Distribution Estimation and Applications #Statistical Methods and Bayesian Inference #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.2302.03428
openalex publication_date 2023/02/07 · openalex created_date 2023/02/10 · openalex updated_date 2026/07/28
In the present work, we have investigated the problem of estimating parameters of several exponential distributions with ordered scale parameters under the linex loss function. We have considered estimating ordered scale parameters when the location parameters are known and unknown. For every case, we consider a class of equivariant estimators, and sufficient condition is obtained under which this class of estimators improves upon the usual estimator. Using this result, we have shown that the restricted maximum likelihood estimator is inadmissible. Finally, for every case, we conduct a simulation study to compare the risk performance of the proposed estimators.