Abstract
Let random samples of equal sizes be drawn from two exponential distributions with ordered means λ i . The maximum likelihood estimator λ i * of λ i is shown to have a smaller mean square error than that of the usual estimator Xi, for each i=1,2. The asymptotic efficiency of λ i * relative to Xi has also been found.
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Kaur, A., Singh, H. On the estimation of ordered means of two exponential populations. Ann Inst Stat Math 43, 347–356 (1991). https://doi.org/10.1007/BF00118640
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DOI: https://doi.org/10.1007/BF00118640