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A note on estimating quantiles of exponential populations

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  • Kumar, Somesh
  • Sharma, Divakar

Abstract

Independent random samples from k exponential populations with the same location parameter [theta] but different scale parameters [sigma]1, ..., [sigma]k are available. We estimate the quantile [eta]1 = [theta] + b[alpha]1 of the first population with respect to squared error loss. Sharma and Kumar (1994) derived the UMVUE of [eta]1 and then obtained further improvements over it for b > n-1. For 0 [less-than-or-equals, slant] b

Suggested Citation

  • Kumar, Somesh & Sharma, Divakar, 1996. "A note on estimating quantiles of exponential populations," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 115-118, February.
    • Handle: RePEc:eee:stapro:v:26:y:1996:i:2:p:115-118
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    References listed on IDEAS

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    1. Sharma Divakar & Kumar Somesh, 1994. "Estimating Quantiles Of Exponential Populations," Statistics & Risk Modeling, De Gruyter, vol. 12(4), pages 343-352, April.
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    Cited by:

    1. Kumar, Somesh & Kar, Aditi, 2001. "Estimating quantiles of a selected exponential population," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 9-19, March.

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    1. Kumar, Somesh & Kar, Aditi, 2001. "Estimating quantiles of a selected exponential population," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 9-19, March.

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