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Estimating the common hazard rate of two exponential distributions with ordered location parameters

机译:用有序的位置参数估计两个指数分布的共同危险率

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This paper is concerned with estimating the common hazard rate of two exponential distributions with unknown and ordered location parameters under a general class of bowl-shaped scale invariant loss functions. The inadmissibility of the best affine equivariant estimator is established by deriving an improved estimator. Another estimator is obtained which improves upon the best affine equivariant estimator. A class of improving estimators is derived using the integral expression of risk difference approach of Kubokawa [A unified approach to improving equivariant estimators. Ann Statist. 1994;22(1):290-299]. These results are applied to specific loss functions. It is further shown that these estimators can be derived for four important sampling schemes: (i) complete and i.i.d. sample, (ii) record values, (iii) type-II censoring, and (iv) progressive Type-II censoring. A simulation study is carried out for numerically comparing the risk performance of these proposed estimators.
机译:本文涉及在一般碗型尺度不变损失函数类别下,估计位置参数未知和有序的两个指数分布的共同危险率。通过推导一个改进的估计量,可以确定最佳仿射等方估计量的不可接受性。获得另一个估计器,该估计器对最佳仿射等方估计器进行了改进。一类改进的估计量是使用Kubokawa的风险差异方法的积分表达式得出的[改进等变量估计量的统一方法。安统计学家。 1994; 22(1):290-299]。这些结果将应用于特定的损失函数。进一步表明,可以针对四个重要的采样方案得出这些估计量:(i)complete和i.i.d。样本;(ii)记录值;(iii)II类审查,以及(iv)II类渐进审查。进行了模拟研究,以数值方式比较这些提议的估计量的风险绩效。

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