Pitman closeness of the class of isotonic estimators for ordered scale parameters of two Gamma distributions

Tie Feng Ma; Shuangzhe LIU

doi:10.1007/s00362-013-0508-z

Pitman closeness of the class of isotonic estimators for ordered scale parameters of two Gamma distributions

Tie Feng Ma
, Shuangzhe LIU

Information Systems

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2 Citations (Scopus)

Abstract

The problem of estimating order-restricted scale parameters of two Gamma distributions is considered under the Pitman closeness criterion. A class of isotonic estimators including the MLE is proposed. Some properties of this class of isotonic estimators is given under the Pitman closeness criterion. In particular, some properties of the MLE naturally follow. We use simulation comparisons to examine the results.

Original language	English
Pages (from-to)	615-625
Number of pages	11
Journal	Statistical Papers
Volume	55
Issue number	3
DOIs	https://doi.org/10.1007/s00362-013-0508-z
Publication status	Published - 2014

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title = "Pitman closeness of the class of isotonic estimators for ordered scale parameters of two Gamma distributions",

abstract = "The problem of estimating order-restricted scale parameters of two Gamma distributions is considered under the Pitman closeness criterion. A class of isotonic estimators including the MLE is proposed. Some properties of this class of isotonic estimators is given under the Pitman closeness criterion. In particular, some properties of the MLE naturally follow. We use simulation comparisons to examine the results.",

keywords = "Gamma distribution, Isotonic estimator, Maximum likelihood estimator, Order restriction, Pitman closeness criterion, Unbiased estimator",

author = "Ma, \{Tie Feng\} and Shuangzhe LIU",

year = "2014",

doi = "10.1007/s00362-013-0508-z",

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T1 - Pitman closeness of the class of isotonic estimators for ordered scale parameters of two Gamma distributions

AU - Ma, Tie Feng

AU - LIU, Shuangzhe

PY - 2014

Y1 - 2014

N2 - The problem of estimating order-restricted scale parameters of two Gamma distributions is considered under the Pitman closeness criterion. A class of isotonic estimators including the MLE is proposed. Some properties of this class of isotonic estimators is given under the Pitman closeness criterion. In particular, some properties of the MLE naturally follow. We use simulation comparisons to examine the results.

AB - The problem of estimating order-restricted scale parameters of two Gamma distributions is considered under the Pitman closeness criterion. A class of isotonic estimators including the MLE is proposed. Some properties of this class of isotonic estimators is given under the Pitman closeness criterion. In particular, some properties of the MLE naturally follow. We use simulation comparisons to examine the results.

KW - Gamma distribution

KW - Isotonic estimator

KW - Maximum likelihood estimator

KW - Order restriction

KW - Pitman closeness criterion

KW - Unbiased estimator

UR - https://www.scopus.com/pages/publications/84903885700

U2 - 10.1007/s00362-013-0508-z

DO - 10.1007/s00362-013-0508-z

M3 - Article

SN - 1613-9798

VL - 55

SP - 615

EP - 625

JO - Statistical Papers

JF - Statistical Papers

IS - 3

ER -

Pitman closeness of the class of isotonic estimators for ordered scale parameters of two Gamma distributions

Abstract

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