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Estimating the common hazard rate of several exponential distributions

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  • Lakshmi Kanta Patra
  • Somesh Kumar

Abstract

In the present communication, we consider the estimation of the common hazard rate of several exponential distributions with unknown and unequal location parameters with a common scale parameter under a general class of bowl-shaped scale invariant loss functions. We have shown that the best affine equivariant estimator (BAEE) is inadmissible by deriving a non smooth improved estimator. Further, we have obtained a smooth estimator which improves upon the BAEE. As an application, we have obtained explicit expressions of improved estimators for special loss functions. Finally, a simulation study is carried out for numerically comparing the risk performance of various estimators.

Suggested Citation

  • Lakshmi Kanta Patra & Somesh Kumar, 2019. "Estimating the common hazard rate of several exponential distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(19), pages 4861-4873, October.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:19:p:4861-4873
    DOI: 10.1080/03610926.2018.1500599
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