Minimum variance unbiased estimation of quantile of a selected exponential population

Minimum variance unbiased estimation of quantile of a selected exponential population

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Article ID: iaor2004438
Country: United States
Volume: 21
Issue: 1/2
Start Page Number: 183
End Page Number: 191
Publication Date: Jan 2001
Journal: American Journal of Mathematical and Management Sciences
Authors: ,
Keywords: decision theory
Abstract:

Suppose we have independent random samples from two exponential populations with common location θ and scale parameters σ1 and σ2, respectively. We select a population corresponding to the larger sample mean. The problem is to estimate a quantile of the selected population. In this paper, we use the (U, V) method of Robbins to derive the uniformly minimum variance unbiased estimator.

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