Estimation of the Parameters of the Uniform Distribution Over [kθ, (k+ 1)θ]

From the available literature on estimation of the parameters of the uniform distribution over [ kθ, kθ + θ], we find the necessity to construct improved estimators of the parameter θ when k is known. In this paper a new estimator of θ is proposed when k is known and its performance is compared with best linear unbiased estimator of θ based on two extreme observations. A MS Subject Classification: Primary: 62H12; Secondary: 62G30, 62B05.