Autori: Nadarajah, Saralees, Okorie, Idika E.
Titolo: On sequential estimation of a normal distribution having equal mean and variance
Periodico: Statistica
Anno: 2017 - Volume: 77 - Fascicolo: 1 - Pagina iniziale: 53 - Pagina finale: 63

Mukhopadhyay and Cicconetti \cite{mc2004} derived the Maximum Likelihood Estimator (MLE) and the Uniformly Minimum Variance Unbiased Estimator (UMVUE) of $\theta$ in $N (\theta, \theta)$ and discussed their application to purely sequential and two-stage bounded risk estimation of $\theta$. In this paper, a much simpler expression is derived for the UMVUE of $\theta$. Using this expression, a comprehensive investigation is provided for comparing the performances of the sequential estimators based on the MLE and the UMVUE.




SICI: 0390-590X(2017)77:1<53:OSEOAN>2.0.ZU;2-8

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