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KO50001004-00350005-0093.pdf
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| Title |
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A combined estimator of a common parameter
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| Creator |
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赤井, 豊秋
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| Kana |
アカイ, トヨアキ
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Akai, Toyoaki
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| Affiliation |
Dept. of Mathematics Keio University
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慶應義塾大学理工学部
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| Kana |
ケイオウ ギジュク ダイガク リコウガクブ
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| Romanization |
Keio gijuku daigaku rikogakubu
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1982
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Keio Science and Technology Reports
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| Volume |
35
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| Issue |
5
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| Year |
1982
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4
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| Start page |
93
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| End page |
104
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| Abstract |
Suppose that two probability distributions have parameters (θ, σx) and (θ, σy) respectively. To estimate the common parameter θ based on independent samples from each distribution, a weighted mean of unbiased estimators ■x and ■y is used.
In this paper, we give necessary and sufficient conditions for the combined estimator to have smaller variance than ■x. And we give those for the uniform distribution and the variance of the estimator for it is computed. Also we give those for the inverse gaussian distribution.
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| Departmental Bulletin Paper
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