Estimating the scale parameters of several exponential distributions under order restriction

Suchandan Kayal and Lakshmi Kanta Patra

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 23, 8484-8497

Abstract: In the present work, we have investigated the problem of estimating the parameters of several exponential distributions with ordered scale parameters under linex loss function. The study includes the cases of known as well as unknown location parameters. For both cases, we have considered class of equivariant estimators. Then, sufficient conditions have been obtained under which the equivariant class of estimators improves upon the usual estimators. Using the established results, it has been shown that the restricted maximum likelihood estimator is inadmissible. Finally, for both cases, simulation study has been conducted to compare the risk performance of the proposed estimators.

Date: 2024
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DOI: 10.1080/03610926.2023.2292967

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