Inadmissibility results for the selected hazard rates

DOI10.1080/02331888.2021.1954924zbMATH Open1477.62135arXiv2107.03848OpenAlexW3200993676MaRDI QIDQ5163045FDOQ5163045

Ajaya Kumar Mahapatra, Suchandan Kayal, B. K. Jha

Publication date: 8 November 2021

Published in: Statistics (Search for Journal in Brave)

Abstract: Let us consider $k(ge2)$ independent populations $P{i}_1,ldots,P{i}_k$, where $P{i}_i$ follows exponential distribution with hazard rate $sigm{a}_i,$ ($i=1,ldots,k$). Suppose $Y_{i1},ldots,Y_{in}$ be a random sample of size $n$ drawn from the $i$th population $P{i}_i$, where $i=1,ldots,k.$ For $i=1,ldots,k$, consider $Y_i=su{m}_{j=1}^n{Y}_{ij}$. The natural selection rule is to select a population associated with the largest sample mean. That is, $P{i}_i$, ($i=1,ldots,k$) is selected if $Y_i=max(Y_1,ldots,Y_k)$. Based on this selection rule, a population is chosen. Then, we consider the estimation of the hazard rate of the selected population with respect to the entropy loss function. Some natural estimators are proposed. The minimaxity of a natural estimator is established. Improved estimators improving upon the natural estimators are derived. Finally, numerical study is carried out in order to compare the proposed estimators in terms of the risk values.

Full work available at URL: https://arxiv.org/abs/2107.03848

zbMATH Keywords

hazard ratedifferential inequalityminimaxityentropy loss functionnatural selection ruleBrewster-Zidek approach

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

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Cited In (1)

• Improved estimators of hazard rate from a selected exponential population

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