Some aspects of estimation of a common mean of two independent normal populations

被引：10
|
作者：
Mitra, Pranab K. [1 ]
Sinha, Bimal K. [1 ]
机构：
[1] Univ Maryland Baltimore Cty, Dept Math & Stat, Baltimore, MD 21250 USA
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2007年 / 137卷 / 01期
关键词：
common mean; dominated convergence theorem; first order efficient; Fisher information; importance sampling; Jeffrey's prior; Rao-Cramer lower bound; second order efficient;
D O I：
10.1016/j.jspi.2005.08.049
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：
In this paper, we study some aspects of the problem of estimation of a common mean of two normal populations from an asymptotic point of view. The Bayes estimate of the common mean under Jeffrey's prior is also considered. A simulation study is carried out to compare several competing estimates in small samples. (c) 2006 Elsevier B.V. All rights reserved.
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页码：184 / 193
页数：10
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