Restricted risk Bayes estimation for the mean of the multivariate normal distribution
โ Scribed by Shun-Yu Chen
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 523 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Srivastava gave an asymptotically efficient and consistent sequential procedure to obtain a fixed-width confidence region for the mean vector of any p-dimensional random vector with finite second moments. For normally distributed random vectors, Srivastava and Bhargava showed that the specified cove
The authors gratefully acknowledge the valuable assistance of Mr. M. ROSIN of Data Processing Division, United Aircraft Research Laboratories, East Hartford, Conn.. in preparation of Tables 2 to 4. 11. ' l & = P(") f (X'"' -Y'"') [sf ( n ) -S,? (n)];[S: (n) + s; (n) -2 Si? (n)].
It is well known that the maximum likelihood estimates (MLEs) of a multivariate normal distribution from incomplete data with a monotone pattern have closed-form expressions and that the MLEs from incomplete data with a general missing-data pattern can be obtained using the Expectation-Maximization