An identity for exponential distributions with the common location parameter and its applications

DOI10.1080/03610929808832103zbMath0894.62014OpenAlexW2076391389MaRDI QIDQ4386004

Robert H. Crouse, Chun Jin

Publication date: 20 April 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832103

zbMATH Keywords

squared error lossexponential distributionsmaximum likelihood estimatoruniformly minimum variance unbiased estimatorquantile estimationrisk function

Mathematics Subject Classification ID

Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10) Admissibility in statistical decision theory (62C15)

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Estimation of the location parameter of the \(\ell_{1}\)-norm symmetric matrix variate distributions ⋮ ON THE COMMON SCALE PARAMETER OF SEVERAL PARETO POPULATIONS IN CENSORED SAMPLES ⋮ Estimation of common location parameter of two exponential populations based on records ⋮ An exact method for making inferences on the common location parameter of several heterogeneous exponential populations: complete and censored data ⋮ Estimation of common location parameter of several heterogeneous exponential populations based on generalized order statistics

Cites Work

• Admissibility and minimaxity results in the estimation problem of exponential quantiles
• Estimating a Quantile of an Exponential Distribution
• Some Theorems Relevant to Life Testing from an Exponential Distribution