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A Note on Combining Correlated Estimates of a Ratio of Multivariate Means

โœ Scribed by B. M. Bennett


Book ID
124508650
Publisher
American Statistical Association
Year
1964
Tongue
English
Weight
453 KB
Volume
6
Category
Article
ISSN
0040-1706

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Let X1,..., XN be independent observations from Np(#, ~1) and Y1,..., YN be independent observations from Np(#, ~2). Assume that Xi's and Y~'s are independent. An unbiased estimator of/z which dominates the sample mean X for p \_> 1 under the loss function L(/z,/2) --(f~ -#)'~i-l(fL -/~) is suggeste