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Pitman closeness, monotonicity and consistency of best linear unbiased and invariant estimators for exponential distribution under Type II censoring
- Source :
- Journal of Statistical Computation and Simulation. 81:985-999
- Publication Year :
- 2011
- Publisher :
- Informa UK Limited, 2011.
-
Abstract
- Comparisons of best linear unbiased estimators with some other prominent estimators have been carried out over the last 50 years since the ground breaking work of Lloyd [E.H. Lloyd, Least squares estimation of location and scale parameters using order statistics, Biometrika 39 (1952), pp. 88–95]. These comparisons have been made under many different criteria across different parametric families of distributions. A noteworthy one is by Nagaraja [H.N. Nagaraja, Comparison of estimators and predictors from two-parameter exponential distribution, Sankhyā Ser. B 48 (1986), pp. 10–18], who made a comparison of best linear unbiased (BLUE) and best linear invariant (BLIE) estimators in the case of exponential distribution. In this paper, continuing along the same lines by assuming a Type II right censored sample from a scaled-exponential distribution, we first compare BLUE and BLIE of the exponential mean parameter in terms of Pitman closeness (nearness) criterion. We show that the BLUE is always Pitman closer th...
- Subjects :
- Statistics and Probability
Exponential distribution
Applied Mathematics
Order statistic
Estimator
Best linear unbiased prediction
Censoring (statistics)
Efficiency
Modeling and Simulation
Statistics
Statistics, Probability and Uncertainty
Invariant (mathematics)
Mathematics
Parametric statistics
Subjects
Details
- ISSN :
- 15635163 and 00949655
- Volume :
- 81
- Database :
- OpenAIRE
- Journal :
- Journal of Statistical Computation and Simulation
- Accession number :
- edsair.doi...........499fe4a548119f5af8a5e6b502c2c72b