In the analysis of income data, lifetime contexts, and business failure data the univariate Lomax (Pareto II) dis-

tribution with density, is a useful model [1] . The lifetime of a decreasing failure rate

component may be describe by this distribution. It has been recommended by [2] as a heavy tailed alternative to the exponential distribution. The interested reader can see [3] and [4] for more details.

A multivariate generalization of the Lomax distribution has been proposed by [5] and studied by [6] . It may be obtained as a gamma mixture of independent exponential random variables in the following way. Consider a system of n components. It is then reasonable to suppose that the common operating environment shared by all components induces some kind of correlation among them. If for a given environment, the component lifetimes are independently exponentially distributed with density

, and the changing nature of the environment is accounted by a distribution function

F(.), then the unconditional joint density of is

where. Furthermore, if is a gamma distribution with density

, then (1) become

This is called multivariate Lomax with location parameter and scale parameter. The same distribution is referred to as Mardia’s multivariate Pareto II distribution, see [3] and [7] . If take and assign a different scale parameter, to each we have

For more information about the work on this distribution, the reader can see [8] .

Let are from a multivariate Lomax distribution with unknown and and known r. We consider the linear function for given. When;, is the 100(1 − p) th quantile of the marginal distribution of. Quantile estimation is of interest in reliability theory and lifetesting. [9] generalized results in [10] to a strictly Convex loss.

In this paper we consider the Linex loss function

where is the shape parameter, which was introduced by [11] and was extensively used by [12] .

The minimal sufficient statistic in the model (2) is (S, X) where, and. Conditional on, random variable with distribution, S and X are independent with

So, the density of (S, X) is

The problem of estimating; under the loss (4) is invariant under the affine group of transformations and the equivariant estimator have the form δ = X + cS where c is a real constant.

Following [13] , we study scale equivariant estimators of the form, where and is

a measurable function. Thus the equivariant estimator is of the form, where. Now, consider the risk of the estimator for estimating when the loss is (4).

Now, since and and we have

which is finite if. By the invariant property of the problem we can take and the risk becomes

Differentiate the risk with respect to c and equating to zero, the minimizing c must satisfies the following equation

Yielding the best affine equivariant estimator, where

.

For improving upon, we study scale equivariant estimator. The risk of depends on

through, so without loss of generality one can take and write

The minimization of leads to the following equation

let, then the conditional density of S given is proportional to

Consider now and fix, then setting

From (12) we compute the following expectations as follows

and

where. Hence (12) becomes

any satisfying (15) minimizes, for and. Now, let

and fix again, then,.

So we have

and

and hence (7) becomes

any satisfying (16) minimizes for and [14] . Now for deriving an improved equivariant estimator upon this we must find a bound for c in formula (15) and (16). As we can not derive c from Equations (15) and (16) explicitely, this would not be achieved.

The grant of Alzahra University is appreciated.