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Estimation of a Common Mean and Weighted Means Statistics

✍ Scribed by Andrew L. Rukhin and Mark G. Vangel


Book ID
125239144
Publisher
American Statistical Association
Year
1998
Tongue
English
Weight
786 KB
Volume
93
Category
Article
ISSN
0162-1459

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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