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Estimating Parameters of a Selected Pareto Population
by
Somesh Kumar
Department of Mathematics, IIT Kharagpur - 721 302, INDIA
Independent random samples are taken from k Pareto populations with unknown scale parameters a1, a2, …., ak and known shape parameters b1, b2, …., bk respectively. The population corresponding to the largest Xi, where Xi denotes the smallest observation of the ith sample, is selected as the best. For estimation of aJ, the scale parameter of the selected best population, an unbiased estimate is obtained under certain conditions. An admissible class of linear estimators is also derived. Finally, a general inadmissibility result is proved for the scale invariant estimators.
Date received: December 6, 2001
Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caim-25.