Estimating common standard deviation of two normal populations with ordered means

DOI10.1007/S10260-012-0224-1MaRDI QIDQ257388zbMATH OpenOpenAlexFDO

Authors Manas Ranjan Tripathy, Somesh Kumar, Nabendu Pal

Publication date 17 March 2016

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-012-0224-1

zbMATH Keywords

maximum likelihood estimatoradmissible estimatorequivariant estimatorminimax estimatorordered parameters

Mathematics Subject Classification ID

Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

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Cites work

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• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Invariance, Minimax Sequential Estimation, and Continuous Time Processes
• Minimax estimators of a normal variance
• On the pitman estimator op ordered normal means
• PITMAN NEARNESS COMPARISONS OF ESTIMATES OF TWO ORDERED NORMAL MEANS
• Simultaneous estimation of ordered parameters
• Testing Statistical Hypotheses
• The quadratic loss of isotonic regression under normality

Cited in

(9)

• Estimating quantiles of normal populations with a common mean
• Admissible minimax estimation of a common mean of two normal populations
• Point and interval estimation of powers of scale parameters for two normal populations with a common mean
• Estimating the common hazard rate of two exponential distributions with ordered location parameters
• A note on the common mean of two normal populations with order restricted variances
• Estimation of order restricted standard deviations of normal populations with a common mean
• Minimax estimation of the common variance and precision of two normal populations with ordered restricted means
• Alternative estimation of the common mean of two normal populations with order restricted variances
• Componentwise estimation of ordered scale parameters of two exponential distributions under a general class of loss function

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