Estimating the common hazard rate of several exponential distributions. Issue 19 (2nd October 2019)

• Record Type: Journal Article
• Authors: Patra, Lakshmi Kanta; Kumar, Somesh
• Is Part Of: Communications in statistics. Volume 48:Issue 19(2019)
• Page Start: 4861
• Page End: 4873
• Publication Date: 2019-10-02
• Subjects: Decision theory -- best affine equivariant estimator -- scale invariant loss function -- inadmissibility; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2018.1500599
• Languages: English
• ISSNs: 0361-0926

Abstract

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.