On sequential estimation of a normal distribution having equal mean and variance
| Autor: | Saralees Nadarajah, Idika E. Okorie |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2017 |
| Předmět: | |
| Zdroj: | Statistica, Vol 77, Iss 1, Pp 53-63 (2017) |
| Druh dokumentu: | article |
| ISSN: | 0390-590X 1973-2201 |
| DOI: | 10.6092/issn.1973-2201/6606 |
| Popis: | Mukhopadhyay and Cicconetti \cite{mc2004} derived the Maximum Likelihood Estimator (MLE) and the Uniformly Minimum Variance Unbiased Estimator (UMVUE) of $\theta$ in $N (\theta, \theta)$ and discussed their application to purely sequential and two-stage bounded risk estimation of $\theta$. In this paper, a much simpler expression is derived for the UMVUE of $\theta$. Using this expression, a comprehensive investigation is provided for comparing the performances of the sequential estimators based on the MLE and the UMVUE. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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