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Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples

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  • Elfessi, Abdulaziz

Abstract

In this paper improved estimators of the scale and its reciprocal, [theta](0-1), and the location, [mu], of a two-parameter exponential distribution are given based on a doubly censored sample. Also the problem of estimating the linear function [mu] + z[theta] is considered, where z is a given constant. It is shown that the improved estimators are better than the best affine equivariant estimators.

Suggested Citation

  • Elfessi, Abdulaziz, 1997. "Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples," Statistics & Probability Letters, Elsevier, vol. 36(3), pages 251-259, December.
    • Handle: RePEc:eee:stapro:v:36:y:1997:i:3:p:251-259
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    References listed on IDEAS

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    1. Rukhin A. L. & Zidek J. V., 1985. "Estimation Of Linear Parametric Functions For Several Exponential Samples," Statistics & Risk Modeling, De Gruyter, vol. 3(3-4), pages 225-238, April.
    2. Sinha, Bimal Kumar, 1976. "On improved estimators of the generalized variance," Journal of Multivariate Analysis, Elsevier, vol. 6(4), pages 617-625, December.
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    Cited by:

    1. Madi, Mohamed T., 2008. "Improved estimation of an exponential scale ratio based on records," Statistics & Probability Letters, Elsevier, vol. 78(2), pages 165-172, February.
    2. T. Madi, Mohamed, 2002. "On the invariant estimation of an exponential scale using doubly censored data," Statistics & Probability Letters, Elsevier, vol. 56(1), pages 77-82, January.
    3. Arturo J. fernández & José I. Bravo & Íñigo Fuentes, 2002. "Computing maximum likelihood estimates from type II doubly censored exponential data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 11(2), pages 187-200, June.
    4. Constantinos Petropoulos & Stavros Kourouklis, 2001. "Estimation of an Exponential Quantile under a General Loss and an Alternative Estimator under Quadratic Loss," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(4), pages 746-759, December.

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