Estimation of location parameters of several exponential distributions

Abstract

In this paper we address the problem of simultaneous estimation of location parameters of several exponential distributions assuming that the scale parameters are unknown and possibly unequal. From a decision theoretic point of view it is shown that the standard estimators are inadmissible and the improved estimators are obtained when p, the number of populations, is more than one.

Keywords:

• Quadratic loss function
• risk function
• best affine equivariant estimator
• inadmissibility

AMS 1980 Subject Classification:

• Primary 62C15
• Secondary 62F10