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Title:  Quantile estimation of the selected exponential population 
Authors:  VELLAISAMY, P 
Issue Date:  2003 
Publisher:  ELSEVIER SCIENCE BV 
Citation:  JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 115(2), 461470 
Abstract:  Let pi(1), pi(2),..., pi(k) be k independent exponential populations, where pi(i) has the unknown location parameter xi(i), and the common unknown scale parameter sigma. Let Xi denote the minimum of a random sample of size n from pi(i), and XJ = max{X1,..., Xk}. Suppose the population corresponding to XJ is selected. The problem of estimating a quantile theta(J) = xi(J) + bsigma, b greater than or equal to 0, of the selected population is considered. The properties of the natural estimators are investigated. We derive a sufficient condition, based on the method of differential inequalities, for an estimator in the class of scaleequivariant estimators to be inadmissible. As a special case, we obtain improved estimators over the natural estimator of theta(J), for all values of b greater than or equal to 0, which is in contrast to the known results for the estimation of theta(1), based on the sample from pi(1). (C) 2002 . 
URI:  http://dx.doi.org/10.1016/S03783758(02)001568 http://dspace.library.iitb.ac.in/xmlui/handle/10054/6906 http://hdl.handle.net/10054/6906 
ISSN:  03783758 
Appears in Collections:  Article

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