期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2015
卷号：29
期号：1
页码：94-111
DOI：10.1214/13-BJPS230
语种：English
出版社：Brazilian Statistical Association
摘要：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.
