Abstract In this paper, we present a simple proof of a result, which has useful applications in the context of shock models that are important in reliability theory. Though the result can be easily proved using properties of totally positive functions, we introduce a new idea which enables us to...

A new location invariant loss function is considered and the best invariant estimator of normal mean is obtained. This estimator is a function of the moment generating function of the lognormal distribution. The admissibility is studied of a class of linear estimators of the form cX + d, where X...

In this paper we review some results that have been derived on record values for some well known probability density functions and based on m records from Kumaraswamy’s distribution we obtain estimators for the two parameters and the future sth record value. These estimates are derived using...

In this study, the theory of statistical kernel density estimation has been applied for deriving non-parametric kernel prior to the empirical Bayes which frees the Bayesian inference from subjectivity that has worried some statisticians. For comparing the empirical Bayes based on the kernel...