ESTIMATION OF A COMMON MULTIVARIATE NORMAL-MEAN VECTOR

被引：2
|
作者：
KRISHNAMOORTHY, K [1 ]
机构：
[1] TEMPLE UNIV,DEPT STAT,PHILADELPHIA,PA 19122
来源：
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1991年 / 43卷 / 04期
关键词：
COMMON MEAN VECTOR; UNBIASED ESTIMATOR; WISHART AND NONCENTRAL WISHART DISTRIBUTIONS;
D O I：
10.1007/BF00121653
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：
Let X1,...,X(N) be independent observations from N(p)(mu,SIGMA-1) and Y1,...,Y(N) be independent observations from N(p) (mu,SIGMA-2). Assume that X(i)'s and Y(i)'s are independent. An unbiased estimator of mu-which dominates the sample mean XBAR for p greater-than-or-equal-to 1 under the loss function L(mu,mu) = (mu - mu)'SIGMA(1)-1(mu - mu) is suggested. The exact risk (under L) of the new estimator is also evaluated.
引用
下载
收藏
页码：761 / 771
页数：11
相关论文
共 50 条
12345