Estimation of the Common Mean of a Bivariate Normal Population
โ Scribed by Philip L. H. Yu; Yijun Sun; Bimal K. Sinha
- Book ID
- 110420524
- Publisher
- Springer Japan
- Year
- 2002
- Tongue
- English
- Weight
- 949 KB
- Volume
- 54
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The authors gratefully acknowledge the valuable assistance of Mr. M. ROSIN of Data Processing Division, United Aircraft Research Laboratories, East Hartford, Conn.. in preparation of Tables 2 to 4. 11. ' l & = P(") f (X'"' -Y'"') [sf ( n ) -S,? (n)];[S: (n) + s; (n) -2 Si? (n)].
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