Estimation after selection under reflected normal loss function

MN Qomi, N Nematollahi, A Parsian - Communications in Statistics …, 2012 - Taylor & Francis
Communications in Statistics-Theory and Methods, 2012Taylor & Francis
Let X 1 and X 2 be two independent random variables from normal populations Π1, Π2 with
different unknown location parameters θ1 and θ2, respectively and common known scale
parameter σ. Let X (2)= max (X 1, X 2) and X (1)= min (X 1, X 2). We consider the problem of
estimating the location parameter θ M (or θ J) of the selected population under the reflected
normal loss function. We obtain minimax estimators of θ M and θ J. Also, we provide
sufficient conditions for the inadmissibility of invariant estimators of θ M and θ J.
Let X 1 and X 2 be two independent random variables from normal populations Π1, Π2 with different unknown location parameters θ1 and θ2, respectively and common known scale parameter σ. Let X (2) = max (X 1, X 2) and X (1) = min (X 1, X 2). We consider the problem of estimating the location parameter θ M (or θ J ) of the selected population under the reflected normal loss function. We obtain minimax estimators of θ M and θ J . Also, we provide sufficient conditions for the inadmissibility of invariant estimators of θ M and θ J .
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