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
โฆ LIBER โฆ
Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis
โ Scribed by M.S. Srivastava; A.K.Md. Ehsanes Saleh
- Book ID
- 108185440
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 293 KB
- Volume
- 96
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
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