Yates type estimators of a common mean
โ Scribed by C. G. Bhattacharya
- Publisher
- Springer Japan
- Year
- 1978
- Tongue
- English
- Weight
- 425 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
In this note we examine the e ciency of averaging marginal quasi-medians as compared to averaging marginal sample means when estimating a common location parameter given multivariate normal data. It is shown that the e ciency of certain quasi-medians approach that of the sample mean as the dimension
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)].