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Mehran Naghizadeh Qomi

Mehran Naghizadeh Qomi

Academic rank: Associate Professor
ORCID:
Education: PhD.
ScopusId:
HIndex: 0/00
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics - University of Mazandaran - Babolsar- Iran
Phone: 01135302473

Research

Title
On admissibility and inadmissibility of estimators after selection under reflected gamma loss function
Type
JournalPaper
Keywords
Admissibility; Estimation after selection; Inadmissibility; Invariant estimators; Gamma distribution; Reflected gamma loss function; k-Records data; Type-II censoring.
Year
2015
Journal Hacettepe Journal of Mathematics and Statistics
DOI
Researchers Mehran Naghizadeh Qomi ، nader nematollahi ، ahmad parsian

Abstract

Let $\Pi_1$ and $\Pi_2$ denote two gamma populations with common known shape parameter $\alpha>0$ and unknown scale parameters $\theta_1$ and $\theta_2$, respectively. Let $X_1$ and $X_2$ be two independent random variables from $\Pi_1$ and $\Pi_2$, and $X_{(1)}\leq X_{(2)}$ denote the ordered statistics of $X_1$ and $X_{2}$. Suppose the population corresponding to the largest $X_{(2)}$ or the smallest $X_{(1)}$ observation is selected. This paper concerns on the admissible estimation of the scale parameters $\theta_M$ and $\theta_J$ of the selected population under reflected gamma loss function. We provide sufficient conditions for the inadmissibility of invariant estimators of $\theta_M$ and $\theta_J$. The admissibility and inadmissibility of estimators in the class of linear estimators of the form $cX_{(2)}$ and $dX_{(1)}$ are discussed. We apply our results on $k$-Records, censored data and extend to a subclass of exponential family.