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Improved estimation of quantiles of two normal populations with common mean and ordered variances

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  • Nadiminti Nagamani
  • Manas Ranjan Tripathy

Abstract

Estimation of quantiles from two normal populations is considered under the assumption of common mean and ordered variances. Several new estimators have been proposed using certain estimators of the common mean, including the plug-in type restricted MLE. A sufficient condition for improving equivariant estimators is proved and as a result improved estimators are derived. The percentage of risk improvements for each of the improved estimators have been computed numerically, which are quite significant. All the improved estimators have been compared numerically using Monte-Carlo simulation method. Finally, recommendations have been made for the use of estimators in practice.

Suggested Citation

  • Nadiminti Nagamani & Manas Ranjan Tripathy, 2020. "Improved estimation of quantiles of two normal populations with common mean and ordered variances," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(19), pages 4669-4692, October.
    • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:19:p:4669-4692
    DOI: 10.1080/03610926.2019.1604964
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