On the estimation of a variance ratio (Q1115054): Difference between revisions
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Property / cites work: Improving on equivariant estimators / rank | |||
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Property / cites work: On the Admissibility of Invariant Estimators of One or More Location Parameters / rank | |||
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Property / cites work: Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters / rank | |||
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Property / cites work: Admissibility in statistical problems involving a location or scale parameter / rank | |||
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Property / cites work: Minimax estimation of powers of the variance of a normal population under squared error loss / rank | |||
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Latest revision as of 14:04, 19 June 2024
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English | On the estimation of a variance ratio |
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On the estimation of a variance ratio (English)
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1988
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The estimation of the ratio of two independent normal variances is considered under scale invariant squared error loss function, when the means are unknown. The best invariant estimator is shown to be inadmissible. Two new classes of improved estimators are obtained, one by extending \textit{C. Stein} [Ann. Inst. Stat. Math. 16, The 20th Anniv. Vol. Part I, 155-160 (1964; Zbl 0144.414)] and the other by extending \textit{L. D. Brown} [Ann. Math. Stat. 39, 29-48 (1968; Zbl 0162.499)]. Numerical studies are presented to indicate the percent improvements in risk.
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estimation of the ratio of two independent normal variances
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scale invariant squared error loss function
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best invariant estimator
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