Abstract
In this paper, we consider the problem of estimating common location parameter of two exponential populations using type-II censored sam- ples when the scale parameters are unknown. The loss function is taken as the quadratic loss. First, we derive a class of a ne equivariant esti- mators, which includes the maximum likelihood estimator (MLE) and the uniformly minimum variance unbiased estimator (UMVUE). A suf- cient condition for improving estimators in the class is derived. Con- sequently, estimators dominating the MLE and the UMVUE in terms of the risk values are obtained. An example is given to compute the estimates using our result. Finally a simulation study has been carried out to numerically compare the risk functions of all the estimators.
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