For \(k\) normal populations with unknown means \(\mu_{i}\) and unknown variances \(\sigma_{t}^{2}\), \(i=1, \ldots, k\), assume that there are some order restrictions among the means and variances, respectively, for example, simple order restrictions: \(\mu_{1} \leqslant \mu_{2} \leqslant \cdots \l
On estimation of the common mean of k (⩾ 2) normal populations with order restricted variances
✍ Scribed by Neeraj Misra; Edward C. van der Meulen
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 389 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0167-7152
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✦ Synopsis
For estimating the common mean of k (~>2) normal populations with order restricted unknown variances, using the theory of isotonic regression, we propose a simple estimator which is better than the usual Graybill-Deal estimator in terms of stochastic dominance and the Pitman measure of closeness. C~) 1997 Elsevier Science B.V.
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