Title: On estimating the scale parameter of the selected gamma population under the scale invariant squared error loss function
Authors: Misra, Neeraj ×
van der Meulen, Edward
Vanden Branden, Karlien #
Issue Date: Feb-2006
Publisher: Elsevier
Series Title: Journal of Computational and Applied Mathematics vol:186 issue:1 pages:268-282
Abstract: Let X-1 and X-2 be two independent random variables representing the populations II1 and II2, respectively, and suppose that the random variable Xi has a gamma distribution with shape parameter p, same for both the populations, and unknown scale parameter theta(i), i = 1, 2. Define, M = 1, if X-1 > X-2, M = 2, if X-2 > X-1 and J = 3 - M. We consider the component wise estimation of random parameters theta(M) and theta(j), under the scale invariant squared error loss functions L-1 ((theta) under bar, delta(1)) = (delta(1)/theta(M) - 1)(2) and L-2((theta) under bar, delta(2)) = (delta(2)/theta(J) - 1)(2), respectively. Sufficient conditions for the inadmissibility of equivariant estimators of theta(M) and theta(J) are derived. As a consequence, various natural estimators are shown to be inadmissible and better estimators are obtained.
ISSN: 0377-0427
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Statistics Section
Mathematics - miscellaneous
× corresponding author
# (joint) last author

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