Estimation after selection from bivariate normal population using LINEX loss function

Authors Mohd. Arshad, Omer Abdalghani, Kalu Ram Meena

Publication date 13 November 2019

Abstract: Let

p i_{1}

and

p i_{2}

be two independent populations, where the population

p i_{i}

follows a bivariate normal distribution with unknown mean vector

and common known variance-covariance matrix

S i g m a

,

i = 1, 2

. The present paper is focused on estimating a characteristic

h e t a_{e x t n o r m a l y}^{S}

of the selected bivariate normal population, using a LINEX loss function. A natural selection rule is used for achieving the aim of selecting the best bivariate normal population. Some natural-type estimators and Bayes estimator (using a conjugate prior) of

h e t a_{e x t n o r m a l y}^{S}

are presented. An admissible subclass of equivariant estimators, using the LINEX loss function, is obtained. Further, a sufficient condition for improving the competing estimators of

h e t a_{e x t n o r m a l y}^{S}

is derived. Using this sufficient condition, several estimators improving upon the proposed natural estimators are obtained. Further, a real data example is provided for illustration purpose. Finally, a comparative study on the competing estimators of

h e t a_{e x t y}^{S}

is carried-out using simulation.

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