Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples

In this paper improved estimators of the scale and its reciprocal, [theta](0-1), and the location, [mu], of a two-parameter exponential distribution are given based on a doubly censored sample. Also the problem of estimating the linear function [mu] + z[theta] is considered, where z is a given constant. It is shown that the improved estimators are better than the best affine equivariant estimators.

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Year of publication:	1997
Authors:	Elfessi, Abdulaziz
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 36.1997, 3, p. 251-259
Publisher:	Elsevier
Keywords:	Exponential distribution Scale and location parameters Censored samples Equivariant estimator Admissible estimator

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074756