Inadmissibility results for the selected hazard rates

DOI10.1080/02331888.2021.1954924MaRDI QIDQ5163045zbMATH OpenOpenAlexFDO

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

Publication date 8 November 2021

Published in Statistics (Search for Journal in Brave)

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)

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.

Recommendations

• Estimation of hazard rate of a selected exponential population
• Estimation after selection from exponential populations with unequal scale parameters
• Improved estimators for the selected location parameters
• Estimating after selection in the discrete exponential family under \(k\)-normalized squared error loss function
• Estimation of the parameter of the selected uniform population under the entropy loss function

Cites work

• scientific article; zbMATH DE number 3637112 (Why is no real title available?)
• scientific article; zbMATH DE number 4113733 (Why is no real title available?)
• A note on the estimation of the selected scale parameters
• Estimation after selection from gamma populations with unequal known shape parameters
• Estimation of hazard rate of a selected exponential population
• Estimation of scale parameter under entropy loss function
• Estimation of the scale parameter of the selected gamma population under the entropy loss function
• Impartial Decision Rules and Sufficient Statistics
• Improving on equivariant estimators
• Improving on inadmissible estimators in continuous exponential families with applications to simultaneous estimation of gamma scale parameters
• Inadmissibility results for the selected scale parameters
• On a Theorem of Bahadur and Goodman
• On estimating the scale parameter of the selected gamma population under the scale invariant squared error loss function
• On estimating the scale parameter of the selected uniform population under the entropy loss function
• On some inadmissibility results for the scale parameters of selected gamma populations
• Reliability estimation of the selected exponential populations
• Some Optimum Properties of Ranking Procedures

Cited in

(4)

• Improved estimators of hazard rate from a selected exponential population
• Selection procedures for hazard rates based on two-sample statistics
• Estimation of hazard rate of a selected exponential population
• Inadmissibility results under the distribution for the selected truncated modified power series entropy loss function

This page was built for publication: Inadmissibility results for the selected hazard rates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5163045)