A note on estimating quantiles of exponential populations

Somesh Kumar and Divakar Sharma

Statistics & Probability Letters, 1996, vol. 26, issue 2, 115-118

Abstract: Independent random samples from k exponential populations with the same location parameter [theta] but different scale parameters [sigma]1, ..., [sigma]k are available. We estimate the quantile [eta]1 = [theta] + b[alpha]1 of the first population with respect to squared error loss. Sharma and Kumar (1994) derived the UMVUE of [eta]1 and then obtained further improvements over it for b > n-1. For 0 [less-than-or-equals, slant] b

Keywords: Quantiles; Uniformly; minimum; variance; unbiased; estimator; Affine; equivariant; estimator; Orbit-by-orbit; improvement (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (1)

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