Estimating quantiles of several normal populations with a common mean

Manas Ranjan Tripathy, Somesh Kumar and Adarsha Kumar Jena

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 11, 5656-5671

Abstract: Suppose we have k( ⩾ 2) normal populations with a common mean and possibly different variances. The problem of estimation of quantile of the first population is considered with respect to a quadratic loss function. In this paper, we have generalized the inadmissibility results obtained by Kumar and Tripathy (2011) for k = 2 to a general k( ⩾ 2). Moreover, a massive simulation study has been done in order to numerically compare the risk values of various proposed estimators for the cases k = 3 and k = 4 and recommendations are made for the use of estimators under certain situations.

Date: 2017
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DOI: 10.1080/03610926.2015.1109663

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