Estimation of Order Restricted Normal Means when the Variances Are Unknown and Unequal

Najmeh Pedram, Abouzar Bazyari

Abstract


In the present paper, two normal distributions with parameters μi and σi2 where there is an order restriction on the means when the variances are unknown and unequal are considered. Under the squared error loss function, a necessary and sufficient condition for the plug-in estimators to improve upon the unrestricted maximum likelihood estimators uniformly is given. Also under the modified Pitman nearness criterion; a class of estimators is considered that reduce to the estimators of a common mean when the unbiased estimators violate the order restriction. It is shown that the most critical case for uniform improvement with regard to the unbiased estimators is the one when two means are equal. To illustrate the results, two numerical examples are presented.


Full Text:

PDF R Code

References


Professor Fortunato Pesarin

Email: pesarin@stat.unipd.it

Department of Statistical Sciences, Padova University, Padova, Italy

--------------------------------------------------------------




DOI: http://dx.doi.org/10.17713/ajs.v46i2.446

Refbacks

  • There are currently no refbacks.


@Matthias Templ (using Open Journal Systems) -- see previous editions at http://www.stat.tugraz.at/AJS/Editions.html