Estimating an Exponential Scale Parameter Under Double Censoring
Yogesh Mani Tripathi , Constantinos Petropoulos , Farha Sultana
Communications in Mathematics and Statistics ›› 2019, Vol. 7 ›› Issue (3) : 309 -328.
Estimating an Exponential Scale Parameter Under Double Censoring
We consider estimation of the scale parameter of a two-parameter exponential distribution on the basis of doubly censored data. Classes of estimators, improving upon the minimum risk equivariant estimator, are derived under an arbitrary strictly convex loss function. Some existing dominating procedures are shown to belong to the proposed classes of estimators.
Brewster–Zidek estimator / Censored samples / Equivariant estimator / Inadmissibility / Stein-type estimator
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