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Estimating quantiles of several normal populations with a common mean

Author

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  • Manas Ranjan Tripathy
  • Somesh Kumar
  • Adarsha Kumar Jena

Abstract

Suppose we have k( ⩾ 2) normal populations with a common mean and possibly different variances. The problem of estimation of quantile of the first population is considered with respect to a quadratic loss function. In this paper, we have generalized the inadmissibility results obtained by Kumar and Tripathy (2011) for k = 2 to a general k( ⩾ 2). Moreover, a massive simulation study has been done in order to numerically compare the risk values of various proposed estimators for the cases k = 3 and k = 4 and recommendations are made for the use of estimators under certain situations.

Suggested Citation

  • Manas Ranjan Tripathy & Somesh Kumar & Adarsha Kumar Jena, 2017. "Estimating quantiles of several normal populations with a common mean," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(11), pages 5656-5671, June.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:11:p:5656-5671
    DOI: 10.1080/03610926.2015.1109663
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