Estimating the common hazard rate of several exponential distributions

Lakshmi Kanta Patra and Somesh Kumar

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 19, 4861-4873

Abstract: In the present communication, we consider the estimation of the common hazard rate of several exponential distributions with unknown and unequal location parameters with a common scale parameter under a general class of bowl-shaped scale invariant loss functions. We have shown that the best affine equivariant estimator (BAEE) is inadmissible by deriving a non smooth improved estimator. Further, we have obtained a smooth estimator which improves upon the BAEE. As an application, we have obtained explicit expressions of improved estimators for special loss functions. Finally, a simulation study is carried out for numerically comparing the risk performance of various estimators.

Date: 2019
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DOI: 10.1080/03610926.2018.1500599

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