Estimation of order-restricted means of two normal populations under the LINEX loss function

Tiefeng Ma () and Shuangzhe Liu ()

Metrika: International Journal for Theoretical and Applied Statistics, 2013, vol. 76, issue 3, 409-425

Abstract: In this paper, the estimation of order-restricted means of two normal distributions is studied under the LINEX loss function, when the variances are unknown and possibly unequal. Under certain sufficient conditions to be described in this paper, the proposed plug-in estimators uniformly perform better than the existing unrestricted maximum likelihood estimators. Further, the restricted maximum likelihood estimators are compared with the unrestricted maximum likelihood estimators under the Pitman nearness criterion. A simulation study is conducted and it is shown that our proposed plug-in estimators perform better than the unrestricted maximum likelihood estimators. An illustrative example of real data analysis is also given to compare the estimators. Copyright Springer-Verlag 2013

Keywords: Order-restricted means; Isotonic estimator; LINEX loss; Pitman nearness criterion (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:76:y:2013:i:3:p:409-425

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DOI: 10.1007/s00184-012-0396-6

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