Activity Number:
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663
- New Developments in Modern Statistical Estimation Theory
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Type:
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Contributed
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Date/Time:
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Thursday, August 3, 2017 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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Abstract #324152
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View Presentation
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Title:
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Multistage Estimation of a Negative Exponential Location with Applications in Health Studies
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Author(s):
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Sudeep R. Bapat* and Nitis Mukhopadhyay
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Companies:
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University of Connecticut and University of Connecticut
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Keywords:
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Sequential ;
Multistage ;
Linex ;
Health Studies ;
Loss Functions ;
Negative Exponential
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Abstract:
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We discuss Stein-type two-stage, modified two-stage and purely sequential strategies to estimate a negative exponential location with an unknown scale parameter under a newly defined and modified Linex loss function. We introduce a notion of risk per cost function which is shown to be bounded above by a constant. Both asymptotic first- and second-order properties for the modified two-stage and purely sequential estimation strategies will be elaborated. The results will be supported by an extensive set of data analysis carried out via computer simulations for a wide variety of sample sizes. We observe that both modified two-stage and purely sequential estimation strategies perform remarkably well unlike the Stein-type two stage methodology. We also illustrate the implementation of the latter methodologies using a real data-set from health studies, namely, the infant mortality data. An extension to a two sample problem is also discussed briefly.
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Authors who are presenting talks have a * after their name.