Authors

• Zahra Meghnatisi
• Nader Nematollahi

Abstract

When an ordering among parameters is known in advance,the problem of estimating the smallest or the largest parametersarises in various practical problems. Suppose independent randomsamples of size ni drawn from two gamma distributions withknown arbitrary shape parameter no_i > 0 and unknown scale parameter beta_i > 0, i = 1, 2. We consider the class of mixed estimators of 1 and 2 under the restriction 0 < beta_1 < beta_2. It has been shown that a subclass of mixed estimators of i, beats the usual estimators frac{bar{X_i}}{nu_i}, i = 1, 2, and a class of admissible estimators in the class of mixed estimators are derived under scale-invariant squared error loss function. Also it has been shown that the mixed estimator of 0

Keywords

• Admissibility
• mixed estimators
• ordered parameters
• scale-invariant squared error loss function
• simultaneous estimation