Inadmissibility of the uncombined two-stage estimator when additional samples are available (Q1117618): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inadmissibility of the uncombined two-stage estimator when additional samples are available |
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Inadmissibility of the uncombined two-stage estimator when additional samples are available (English)
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1988
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Consider the problem of constructing an estimator with a preassigned bound on the risk for a mean of a normal distribution. The paper shows that the usual two-stage estimator is improved on by combined estimators when additional samples taken from distributions with the same mean and different variances are available.
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preassigned bound on the risk
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mean of a normal distribution
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two-stage estimator
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combined estimators
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additional samples
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