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Activity Number: 663 - New Developments in Modern Statistical Estimation Theory
Type: Contributed
Date/Time: Thursday, August 3, 2017 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract #324152 View Presentation
Title: Multistage Estimation of a Negative Exponential Location with Applications in Health Studies
Author(s): Sudeep R. Bapat* and Nitis Mukhopadhyay
Companies: University of Connecticut and University of Connecticut
Keywords: Sequential ; Multistage ; Linex ; Health Studies ; Loss Functions ; Negative Exponential
Abstract:

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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