179
Views
11
CrossRef citations to date
0
Altmetric
Original Articles

Estimating the Common Location of Two Exponential Populations Under Order Restricted Failure Rates

, &
Pages 125-146 | Published online: 02 Jun 2014
 

SYNOPTIC ABSTRACT

Independent random samples are drawn from two exponential populations Π1 and Π2 having a common location parameter and, possibly, different failure rates σ−11>0 and σ−12>0, respectively. Then θ1=μ+σ1 and θ2=μ+σ2 are mean lifetimes of the two populations. Suppose that it is known a priori that σ1⩽σ2 (or, equivalently, θ1⩽θ2). In the presence of this prior information, we consider the estimation of the common location parameter (common guarantee time) μ under the squared error loss function. Exploiting the prior information σ1⩽σ2, estimators improving on the maximum likelihood estimator (MLE), a modified MLE (MMLE), and the uniformly minimum variance unbiased estimator (UMVUE) are obtained. In the process, we derive a general result that provides a method to obtain estimators improving on certain inadmissible estimators of μ under the prior information σ1⩽σ2. Finally, a simulation study has been carried out to numerically compare the risk performances of various estimators.

Log in via your institution

Log in to Taylor & Francis Online

PDF download + Online access

  • 48 hours access to article PDF & online version
  • Article PDF can be downloaded
  • Article PDF can be printed
USD 61.00 Add to cart

Issue Purchase

  • 30 days online access to complete issue
  • Article PDFs can be downloaded
  • Article PDFs can be printed
USD 462.00 Add to cart

* Local tax will be added as applicable

Related Research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.