IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v78y2008i2p165-172.html
   My bibliography  Save this article

Improved estimation of an exponential scale ratio based on records

Author

Listed:
  • Madi, Mohamed T.

Abstract

We consider the problem of estimating the ratio [theta] of the scale parameters of two shifted exponential distributions with unknown shifts, based on two independent samples of records drawn from sequential samples of independent and identically distributed random variables. Under a large class of bowl-shaped loss functions, the best affine equivariant estimator (BAEE) of [theta] is shown to be inadmissible. Four new classes of dominating procedures are proposed. A numerical study is performed to show the extent of risk reduction that the improved estimators provide over the BAEE.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:2:p:165-172
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(07)00208-8
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Mohamed Madi, 2006. "Decision theoretic estimation using record statistics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 63(1), pages 91-97, February.
    2. 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.
    3. 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.
    4. 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.
    5. Mohamed Madi & Kam-Wah Tsui, 1990. "Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(1), pages 77-87, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. 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.
    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. Tatsuya Kubokawa, 1994. "Double shrinkage estimation of ratio of scale parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(1), pages 95-116, March.
    4. 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.
    5. 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.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:78:y:2008:i:2:p:165-172. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.