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On estimation of matrix of normal mean

โœ Scribed by Z Zheng


Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
465 KB
Volume
18
Category
Article
ISSN
0047-259X

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Estimation of the log-normal mean
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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