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

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页码：761 / 771

页数：11

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