A note on estimating quantiles of exponential populations
AbstractIndependent random samples from k exponential populations with the same location parameter [theta] but different scale parameters [sigma]1, ..., [sigma]k are available. We estimate the quantile [eta]1 = [theta] + b[alpha]1 of the first population with respect to squared error loss. Sharma and Kumar (1994) derived the UMVUE of [eta]1 and then obtained further improvements over it for b > n-1. For 0 [less-than-or-equals, slant] b
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 26 (1996)
Issue (Month): 2 (February)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Kumar, Somesh & Kar, Aditi, 2001. "Estimating quantiles of a selected exponential population," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 9-19, March.
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