Estimation of Ordered Means of Two Normal Distributions with Ordered Variances  

Oleh:

CHANG, YUAN-TSUNG ; SHINOZAKI, NOBUO

Jenis: Article from Proceeding
Dalam koleksi: ANQ Congress 19-22 October 2010 New Delhi
Topik: Restricted MLE; unbiased estimator; Graybill-Deal estimator; stochastic dominance
Fulltext: JSQC_YUAN_TSUNG_CHANG_Estimation_of_two_ordered_normal.pdf (116.87KB)

Isi artikel

We consider the problem of estimating the ordered means of two normal distributions with unknown ordered variances. We discuss the estimation of two ordered means, individually, in terms of stochastic domination and MSE (mean squared error). We show that in estimating the mean with larger variance, the usual estimator can be improved upon uniformly. However, in estimating the mean with smaller variance, the usual estimator can’t be improved upon even under MSE. We also discuss simultaneous estimation problem of two ordered means when unknown variances are ordered.

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