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Simultaneous estimation of hazard rates of several exponential populations
Author(s) -
Mahapatra A. K.,
Kumar Somesh,
Vellaisamy P.
Publication year - 2012
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.2011.00499.x
Subject(s) - estimator , mathematics , statistics , minimum variance unbiased estimator , hazard ratio , scale (ratio) , equivariant map , variance (accounting) , exponential function , estimation , population , confidence interval , mathematical analysis , geography , demography , cartography , accounting , sociology , pure mathematics , business , management , economics
Suppose independent random samples are drawn from k (2) populations with a common location parameter and unequal scale parameters. We consider the problem of estimating simultaneously the hazard rates of these populations. The analogues of the maximum likelihood (ML), uniformly minimum variance unbiased (UMVU) and the best scale equivariant (BSE) estimators for the one population case are improved using Rao‐Blackwellization. The improved version of the BSE estimator is shown to be the best among these estimators. Finally, a class of estimators that dominates this improved estimator is obtained using the differential inequality approach.