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KO50001004-00330003-0031.pdf
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Download
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:176.9 KB
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| Last updated |
:Aug 19, 2019 |
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Total downloads since Aug 19, 2019 : 412
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| Title |
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Simultaneous estimation of variances of normal distributions with known means under squared error loss
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| Creator |
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篠崎, 信雄
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| Kana |
シノザキ, ノブオ
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Shinozaki, Nobuo
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| Affiliation |
Dept. of Mathematics, Keio University
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慶応義塾大学工学部
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| Kana |
ケイオウ ギジュク ダイガク コウガクブ
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| Romanization |
Keio gijuku daigaku kogakubu
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1980
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Keio engineering reports
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| Volume |
33
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| Issue |
3
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| Year |
1980
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5
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| Start page |
31
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| End page |
35
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| Abstract |
Simultaneous estimation of variances of normal distributions with known means is considered under squared error loss. We show inadmissibility of the usual estimator (best multiple of sum of squared deviations from mean) by giving a class of improved estimators which expand the usual one towards infinity. The improvement is possible if the number of populations is greater than one.
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| Departmental Bulletin Paper
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