this article examines statistical inference for  where and are independent but not identically distributed pareto of the first kind (pareto (i)) random variables with same scale parameter but different shape parameters. the maximum likelihood, uniformly minimum variance unbiased and bayes estimators with gamma prior are used for this purpose. simulation studies which compare the estimators are ...

The problem of minimum risk point estimation under squared-error loss function (SELF) for the parameter associated with the generalized life distributions, is considered. The failure of fixed sample size procedure is established. Sequential procedure using uniformly minimum variance unbiased estimator (UMVUE) at both the stopping and estimation stages is developed and the second-order approxima...

The uniformly minimum variance unbiased estimator (UMVUE) and the maximum likelihood estimator (MLE) are derived for samples from uniform distribution in the presence of outliers, where outliers are generated from generalized uniform distribution (GUD), when one parameter of the GUD is known. In this case it has been shown that UMVUE is better than MLE. When both the parameters are unknown then...

In this paper the classical estimators of the shape parameter for the Burr Type XII distribution, such as, the Maximum Likelihood Estimator (MLE), the Uniformly Minimum Variance Unbiased Estimator (UMVUE), and the Minimum Mean Squared Error (MinMSE) estimator are obtained. Then the problem of finding the minimax estimators of this parameter under the squared log error, precautionary, and weight...

In this article we provide some nonnegative and positive estimators of the mean squared errors(MSEs) for shrinkage estimators of multivariate normal means. Proposed estimators are shown to improve on the uniformly minimum variance unbiased estimator(UMVUE) under a quadratic loss criterion. A similar improvement is also obtained for the estimators of the MSE matrices for shrinkage estimators. We...

The uniformly minimum variance unbiased (UMVU), maximum likelihood, percentile (PC), least squares (LS) and weighted least squares (WLS) estimators of the probability density function (pdf) and cumulative distribution function are derived for the generalized Rayleigh distribution. This model can be used quite effectively in modelling strength data and also modeling general lifetime data. It has...

Abstract The present paper proposes shrinkage testimator(s) for the scale parameter for an exponential distribution. An important feature of the proposed testimator is that, it removes the arbitrariness in the choice of shrinkage factor (weights) by making it dependent on the test statistic. The risk properties of the proposed testimator(s) have been studied under asymmetric loss function. It h...

Abstract In this paper, we consider Kumaraswamy-G distributions and derive a Uniformly Minimum Variance Unbiased Estimator (UMVUE) Maximum Likelihood (MLE) of the two measures reliability, namely R ( t ) = P X > Y under Type II censoring scheme sampling Bartholomew (1963). We also develop interval estimates reliability measures. A comparative study different methods point estimation has been...

BACKGROUND Simon's two-stage designs are widely used for cancer phase II trials. These methods rely on statistical testing and thus allow controlling the type I and II error rates, while accounting for the interim analysis. Estimation after such trials is however not straightforward, and several different approaches have been proposed. METHODS Different approaches for point and confidence int...