Estimation of common location parameter of several heterogeneous exponential populations based on generalized order statistics.

Content Provider	Europe PMC
Author	Azhad, Qazi J. Arshad, Mohd. Misra, Amit Kumar
Copyright Year	2020
Abstract	In this article, several independent populations following exponential distribution with common location parameter and unknown and unequal scale parameters are considered. From these populations, several independent samples of generalized order statistics (gos) are drawn. Under the setup of gos, the problem of estimation of common location parameter is discussed and various estimators of common location parameter are derived. The authors obtained maximum likelihood estimator (MLE), modified MLE and uniformly minimum variance unbiased estimator of common location parameter. Furthermore, under scaled-squared error loss function, a general inadmissibility result of invariant estimator is proposed. The derived results are further reduced for upper record values which is a special case of gos. Finally, simulation study and real life example are reported to show the performances of various competing estimators in terms of percentage risk improvement.
Related Links	https://europepmc.org/backend/ptpmcrender.fcgi?accid=PMC9041941&blobtype=pdf
Page Count	18
ISSN	02664763
Volume Number	48
DOI	10.1080/02664763.2020.1777395
PubMed Central reference number	PMC9041941
Issue Number	10
PubMed reference number	35706710
Journal	Journal of Applied Statistics [J Appl Stat]
e-ISSN	13600532
Language	English
Publisher	Taylor & Francis
Publisher Date	2020-06-11
Access Restriction	Open
Rights License	© 2020 Informa UK Limited, trading as Taylor & Francis Group
Subject Keyword	Upper record values modified maximum likelihood estimator uniformly minimum variance unbiased estimator Brewster–Zidek technique improved estimator
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty