In this paper, we address the problem of estimating Â1 when Yj ∼ ind N(Âj; 2 j ); j = 1; 2, are observed, the j are known and |Â1 -Â2|6c for a known constant c. Assuming the loss is squared error, we derive a generalized Bayes estimator which is admissible. It uses Y2 to achieve a uniformly smaller
✦ LIBER ✦
Correction on “Estimating one of two normal means when their difference is bounded”: [Statist. Probab. Lett. 51 (2001) 277–284]
✍ Scribed by Constance van Eeden; James V. Zidek
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 36 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0167-7152
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📜 SIMILAR VOLUMES
Estimating one of two normal means when
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Constance van Eeden; James V. Zidek
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2001
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Combining the data from two normal popul
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Constance van Eeden; James V. Zidek
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2004
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In this paper we address the problem of estimating y 1 when Y i B ind Nðy i ; s 2 i Þ; i ¼ 1; 2; are observed and jy 1 À y 2 jpc for a known constant c: Clearly Y 2 contains information about y 1 : We show how the so-called weighted likelihood function may be used to generate a class of estimators t