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A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator

โœ Scribed by Kazuhiro Ohtani


Book ID
116100063
Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
268 KB
Volume
21
Category
Article
ISSN
0165-1765

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A procedure is presented for finding maximum likelihood estimates of the parameters of a mixture of two gamma distributions; those results are given for classified and unclassified observations. The performance of the estimates based on small samples is studied by simulation experiments. Estimation