Testing powers of the ratio of variances of two normal populations with a common mean

P Jena, MR Tripathy - Journal of Statistical Computation and …, 2024 - Taylor & Francis
This article addresses the problem of hypothesis testing about the powers of the ratio of
variances of two normal populations with a common mean. Different test procedures are …

Estimating a function of scale parameter of an exponential population with unknown location under general loss function

LK Patra, S Kayal, S Kumar - Statistical Papers, 2020 - Springer
In the present study, we consider the problem of estimating a function of scale parameter\ln
σ ln σ under an arbitrary location invariant bowl-shaped loss function, when location …

On shrunken estimators for the ratio of scale parameters in the exponential two-sample problem

ZA Al-Hemyari, A Khalifeh - International Journal of …, 2023 - inderscienceonline.com
In this paper, several shrunken estimators for the ratio of scale parameters of the exponential
two-sample problem using two types of shrinkage functions are proposed. The first …

Improved estimation of the scale parameter, the hazard rate parameter and the ratio of the scale parameters in exponential distributions: An integrated approach

P Bobotas, S Kourouklis - Journal of statistical planning and inference, 2011 - Elsevier
We give new classes of Strawderman-type improved estimators for the scale parameter σ2
and the hazard rate parameter 1/σ1 of the exponential distributions E (μ2, σ2) and E (μ1, σ1) …

Improved estimation of the smallest scale parameter of gamma distributions

P Bobotas - Journal of the Korean Statistical Society, 2019 - Elsevier
In this work improved point and interval estimation of the smallest scale parameter of
independent gamma distributions with known shape parameters are studied in an integrated …

Improved estimators for functions of scale parameters in mixture models

LK Patra, S Kumar, C Petropoulos - Journal of the Korean Statistical …, 2021 - Springer
Estimation of the scale parameter of the scale mixture of a location–scale family under the
scale-invariant loss function is considered. The technique of Strawderman (Ann Stat 2 (1) …

General dominance properties of double shrinkage estimators for ratio of positive parameters

T Kubokawa - Journal of Statistical Planning and Inference, 2014 - Elsevier
In estimation of ratio of variances in two normal distributions with unknown means, it has
been shown in the literature that simple and crude ratio estimators based on two sample …

Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results

P Bobotas, S Kourouklis - Sankhya A, 2013 - Springer
Suppose that there is a typical (scale equivariant) improved estimator of the variance, σ 2, of
a univariate normal distribution with unknown mean at our disposal. Using this estimator, in …