Inadmissibility of invariant estimator of function of scale parameter of several exponential distributions
In various applied areas such as reliability engineering, molecular biology, finance, etc., the
measure of uncertainty of a probability distribution plays an important role. In the present
work, we consider the estimation of a function of the scale parameter, namely entropy of
many exponential distributions having unknown and unequal location parameters with a
common scale parameter. For this estimation problem, we have considered bowl-shaped
location invariant loss functions. The inadmissibility of the minimum risk invariant estimator …
measure of uncertainty of a probability distribution plays an important role. In the present
work, we consider the estimation of a function of the scale parameter, namely entropy of
many exponential distributions having unknown and unequal location parameters with a
common scale parameter. For this estimation problem, we have considered bowl-shaped
location invariant loss functions. The inadmissibility of the minimum risk invariant estimator …
Inadmissibility of invariant estimator of function of scale parameter of several exponential distributions
L Kanta Patra, S Bajpai, N Misra - arXiv e-prints, 2023 - ui.adsabs.harvard.edu
In various applied areas such as reliability engineering, molecular biology, finance, etc., the
measure of uncertainty of a probability distribution plays an important role. In the present
work, we consider the estimation of a function of the scale parameter, namely entropy of
many exponential distributions having unknown and unequal location parameters with a
common scale parameter. For this estimation problem, we have considered bowl-shaped
location invariant loss functions. The inadmissibility of the minimum risk invariant estimator …
measure of uncertainty of a probability distribution plays an important role. In the present
work, we consider the estimation of a function of the scale parameter, namely entropy of
many exponential distributions having unknown and unequal location parameters with a
common scale parameter. For this estimation problem, we have considered bowl-shaped
location invariant loss functions. The inadmissibility of the minimum risk invariant estimator …
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