On the improved estimation of ordered parameters based on doubly type-II censored sample

Fuente: arXiv
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Autores principales: Bajpai, Shrajal, Patra, Lakshmi Kanta
Formato: Preprint
Publicado: 2024
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author Bajpai, Shrajal
Patra, Lakshmi Kanta
author_facet Bajpai, Shrajal
Patra, Lakshmi Kanta
contents A doubly type-II censored scheme is an important sampling scheme in the life testing experiment and reliability engineering. In the present commutation, we have considered estimating ordered scale parameters of two exponential distributions based on doubly type-II censored samples with respect to a general scale invariant loss function. We have obtained several estimators that improve upon the BAEE. We also propose a class of improved estimators. It is shown that the boundary estimator of this class is generalized Bayes. As an application, we have derived improved estimators with respect to three special loss functions, namely quadratic loss, entropy loss, and symmetric loss function. We have applied these results to special life-testing sampling schemes. Finally, we conducted a simulation study to compare the performance of the improved estimators. A real-life data analysis has been considered for implementation purposes.
format Preprint
id arxiv_https___arxiv_org_abs_2411_06888
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle On the improved estimation of ordered parameters based on doubly type-II censored sample
Bajpai, Shrajal
Patra, Lakshmi Kanta
Statistics Theory
A doubly type-II censored scheme is an important sampling scheme in the life testing experiment and reliability engineering. In the present commutation, we have considered estimating ordered scale parameters of two exponential distributions based on doubly type-II censored samples with respect to a general scale invariant loss function. We have obtained several estimators that improve upon the BAEE. We also propose a class of improved estimators. It is shown that the boundary estimator of this class is generalized Bayes. As an application, we have derived improved estimators with respect to three special loss functions, namely quadratic loss, entropy loss, and symmetric loss function. We have applied these results to special life-testing sampling schemes. Finally, we conducted a simulation study to compare the performance of the improved estimators. A real-life data analysis has been considered for implementation purposes.
title On the improved estimation of ordered parameters based on doubly type-II censored sample
topic Statistics Theory
url https://arxiv.org/abs/2411.06888