Equivariant Estimation of the Parameter of a Location Model Based on General Progressive Type II Right Censored Sample

Leo Alexander.T

doi:https://doi.org/10.14445/22315373/IJMTT-V5P532

International Journal of Mathematics Trends and Technology

Research Article | Open Access | Download PDF

Volume 5 | Number 2 | Year 2014 | Article Id. IJMTT-V5P532 | DOI : https://doi.org/10.14445/22315373/IJMTT-V5P532

Equivariant Estimation of the Parameter of a Location Model Based on General Progressive Type II Right Censored Sample

Leo Alexander.T

Abstract

In this paper, by assuming that a general progressive Type II right censored sample is available, we obtain Minimum Risk Equvariant (MRE) estimator for the parameter of the exponential model in three situations. These generalize the results of Chandrasekar et.al. (2002 ) for progressive Type II right censored sample . The paper is organized as follows : Section 2 deals with the problem of equivariant estimation under Squared error loss function. Section 3 discusses the problem of equivariant estimation under Absolute error loss function. In the last Section, we consider the problem of equivariant estimation of the parameter under Linex loss function (Varian,1975).

Keywords

Absolute error loss, Exponential distribution, Minimum risk equivariant estimation, Linex loss, Squared error loss and Type II general progressive censoring.

References

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2. Balakrishnan, N. and Sandhu,R.A. (1996). Best linear unbiased and maximum likelihood estimation for exponential distributions under general progressive Type II censored samples, Sankhya, Series B, 58, 1-9.
3. Chandrasekar, B., Leo Alexander, T. and Balakrishnan, N. (2002). Equivariant estimation for the parameters of an exponential model based on Type II progressively censored samples. Commun.Stat.Theory & Methods,31(10),1675-1686.
4. Lehmann, E.L. and Casella, G. (1998). Theory of Point Estimation, Second edition, Springer – Verlag, New York.
5. Leo Alexander, T. (2000). Contributions to simultaneous equivariant estimation based on censored samples, Ph.D Thesis, University of Madras, India.
6. Sukhatme, T.V. (1937). Tests of Significance for samples of the chi-squared population with 2 degrees of freedom. Annals of Eugenics, 8, 52-56.
7. Varian, H.R. (1975). A Bayesian Approch to Real Estate Assessment In : Studies in Bayesian Econometric and Statistics in Honor of Leonard J. Savage, eds. S.E. Frienberg and A.Zellner. North Holland, Amsterdam, 195-208.

Citation :

Leo Alexander.T, "Equivariant Estimation of the Parameter of a Location Model Based on General Progressive Type II Right Censored Sample," International Journal of Mathematics Trends and Technology (IJMTT), vol. 5, no. 2, pp. 238-241, 2014. Crossref, https://doi.org/10.14445/22315373/IJMTT-V5P532