Estimation of the Larger Mean
β Scribed by Dhariyal, Ishwari D.; Dudewicz, Edward J.; Blumenthal, Saul
- Book ID
- 118196846
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1982
- Tongue
- English
- Weight
- 900 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0036-1399
- DOI
- 10.1137/0142088
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π SIMILAR VOLUMES
The most commonly used estimator for a log-normal mean is the sample mean. In this paper, we show that this estimator can have a large mean square error, even for large samples. Then, we study three main alternative estimators: (i) a uniformly minimum variance unbiased (UMVU) estimator; (ii) a maxim
We observe in a domain G C R~ a standard Brownian sheet disturbed by an unknown constant (mean). We determine explicitly, the maximum-likelihood estimator of the mean by the help of the method of stochastic partial differential equations.