UNIFORMLY MINIMUM VARIANCE UNBIASED ESTIMATION FOR SYMMETRICAL NORMAL-DISTRIBUTIONS

被引：1

作者：

YAMATO, H

机构：

[1] Kagoshima University, Kagoshima

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1990年 / 34卷 / 02期

关键词：

covariance; mean; symmetric normal distibution; UMVU estimator; variance;

D O I：

10.1016/0047-259X(90)90037-I

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We give uniformly minimum variance unbiased estimators of a mean, a variance, and a covariance for a symmetric normal distribution which is a multivariate normal distribution with equal means, equal variances, and equal covariances. The properties of the estimators are discussed. © 1990.

引用

页码：227 / 237

页数：11

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