Abstract
Suppose independent random samples are drawn from $k$ shifted exponential populations with a common location but unequal scale parameters. The problem of estimating the Renyi entropy is considered. The uniformly minimum variance unbiased estimator (UMVUE) is derived. Sufficient conditions for improvement over affine and scale equivariant estimators are obtained. As a consequence, improved estimators over the UMVUE and the maximum likelihood estimator (MLE) are obtained. Further, for the case $k=1$, an estimator that dominates the best affine equivariant estimator is derived. Cases when the location parameter is constrained are also investigated in detail.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
