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Estimation of parameters of exponential distribution in the truncated space using asymmetric loss function

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Abstract

This paper is concerned with estimation of location and scale parameters of an exponential distribution when the location parameter is bounded above by a known constant. We propose estimators which are better than the standard estimators in the unrestricted case with respect to the suitable choice of LINEX loss. The admissibility of the modified Pitman estimators with respect to the LINEX loss is proved. Finally the theory developed is applied to the problem of estimating the location and scale parameters of two exponential distributions when the location parameters are ordered.

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Authors and Affiliations

  1. School of Mathematics, Istahan University of Technology, 84156, Isfahan, Iran

    A. Parsian

  2. Department of Statistics, Shiraz University, 71454, Shiraz, Iran

    N. Sanjari Farsipour

Authors
  1. A. Parsian
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  2. N. Sanjari Farsipour
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Parsian, A., Sanjari Farsipour, N. Estimation of parameters of exponential distribution in the truncated space using asymmetric loss function. Statistical Papers 38, 423–443 (1997). https://doi.org/10.1007/BF02925998

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  • DOI: https://doi.org/10.1007/BF02925998

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