Abstract
Let $\pi_{1},\ldots,\pi_{k}$ be $k$ ($\geq2$) independent populations, where $\pi_{i}$ denotes the uniform distribution over the interval $(0,\theta_{i})$ and $\theta_{i}>0$ ($i=1,\ldots,k$) is an unknown scale parameter. Let $\theta_{[1]}\leq\cdots\leq\theta_{[k]}$ be the ordered values of $\theta_{1},\ldots,\theta_{k}$. The population $\pi_{(k)}$ ($\pi_{(1)}$) associated with the unknown parameter $\theta_{[k]}$ ($\theta_{[1]}$) is called the best (worst) population. For selecting the best population, we consider a general class of selection rules based on the natural estimators of $\theta_{i},i=1,\ldots,k$. Under the entropy loss function, we consider the problem of estimating the scale parameter $\theta_{S}$ of the population selected using a fixed selection rule from this class. We derive the uniformly minimum risk unbiased estimator of $\theta_{S}$ and two natural estimators of $\theta_{S}$ are also considered. We derive a general result for improving a scale invariant estimator of $\theta_{S}$ under the entropy loss function. A simulation study on the performances of various competing estimators of $\theta_{S}$ is also reported. Finally, we provide similar results for the problem of estimating the scale parameter of selected population when the selection goal is that of selecting the worst uniform population.
Citation
Mohd. Arshad. Neeraj Misra. "On estimating the scale parameter of the selected uniform population under the entropy loss function." Braz. J. Probab. Stat. 31 (2) 303 - 319, May 2017. https://doi.org/10.1214/16-BJPS314
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