On the estimation of a restricted normal mean
โ Scribed by Constantine Gatsonis; Brenda MacGibbon; William Strawderman
- Publisher
- Elsevier Science
- Year
- 1987
- Tongue
- English
- Weight
- 420 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
๐ 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
## Abstract The maximum likelihood estimator of the variance of a normal distribution when it is known for certain that the variance is greater than or equal to a known positive constant is given and its properties are studied.