In the present work, we have investigated the problem of estimating parameters of several exponential distributions with ordered scale parameters under the linex loss function. We have considered estimating ordered scale parameters when the location parameters are known and unknown. For every case, we consider a class of equivariant estimators, and sufficient condition is obtained under which this class of estimators improves upon the usual estimator. Using this result, we have shown that the restricted maximum likelihood estimator is inadmissible. Finally, for every case, we conduct a simulation study to compare the risk performance of the proposed estimators.
翻译:摘要:本文研究了在Linex损失函数下,具有有序尺度参数的若干指数分布参数的估计问题。我们考虑了位置参数已知和未知两种情形下有序尺度参数的估计。针对每种情形,我们考虑了一类等变估计量,并得到了该类估计量优于通常估计量的充分条件。利用这一结果,我们证明了约束最大似然估计量是不可容许的。最后,针对每种情形,我们进行了模拟研究,以比较所提出估计量的风险表现。