Simultaneous Equivariant Estimation of the Parameters of a Location-Scale Model Based on General Progressive Type II Right Censored Sample

Leo Alexander
2012 International Journal of Scientific Research  
In this paper, by assuming that a general progressive Type II right censored sample is available, we obtain Minimum Risk Equvariant (MRE) estimator for the parameter of the exponential model in three situations. These generalize the results of Chandrasekar et.al. (2002 ) for progressive Type II right censored sample . The paper is organized as follows : Section 2 deals with the problem of equivariant estimation under Squared error loss function. Section 3 discusses the problem of equivariant
more » ... m of equivariant estimation under Absolute error loss function. In the last Section, we consider the problem of equivariant estimation of the parameter under Linex loss function (Varian,1975). Note that if r = 0, then the above estimator reduces to  * ( X ) = X 1:N + 1/a log (1 -a / N) which is the one obtained under progressive Type II right censored sample case ( Leo Alexander , 2000) .
doi:10.15373/22778179/march2014/124 fatcat:u4vjksli3ndx7me3a22h2oeoea