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On estimating the scale parameter of the exponential distribution with a known linear relation between the location and the scale parameter

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  • Suneeta Joshi
  • Y. S. Sathe

Abstract

In this article we study the estimation of the average excess life θ in a two‐parameter exponential distribution with a known linear relationship between α (the minimum life) and θ of the form α = aθ, where a is known and positive. A comparison of the efficiencies of estimators which are linear combinations of the smallest sample value and the sample sum of deviations from the smallest sample value and the maximum likelihood estimators is made for various sample sizes and different values of a. It is shown that these estimators are dominated in the risk by the minimum‐risk scale equivariant estimator based on sufficient statistics. A class of Bayes estimators for inverted gamma priors is constructed and shown to include a minimum‐risk scale equivariant estimator in it. All the members of this class can be computed easily.

Suggested Citation

  • Suneeta Joshi & Y. S. Sathe, 1983. "On estimating the scale parameter of the exponential distribution with a known linear relation between the location and the scale parameter," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 30(4), pages 601-607, December.
    • Handle: RePEc:wly:navlog:v:30:y:1983:i:4:p:601-607
    DOI: 10.1002/nav.3800300405
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