On estimation of the common mean of k ([greater-or-equal, slanted] 2) normal populations with order restricted variances

Neeraj Misra and Edward C. van der Meulen

Statistics & Probability Letters, 1997, vol. 36, issue 3, 261-267

Abstract: For estimating the common mean of k ([greater-or-equal, slanted] 2) normal populations with order restricted unknown variances, using the theory of isotomic 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.

Keywords: Common; mean; Graybill-Deal; estimator; Isotonic; regression; Maximum; likelihood; estimator; Mean; squared; error; Pitman; measure; of; closeness; Stochastic; dominance; Universal; dominance (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (1)

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