Admissible minimax estimation of a common mean of two normal populations (Q1111273)

Consider the problem of estimating the common mean \(\mu\) of two normal populations with unknown variances \(\sigma^ 2_ 1\) and \(\sigma^ 2_ 2\) under the quadratic loss \(({\hat\mu}-\mu)^ 2/\sigma^ 2_ 1\). A family of minimax estimators with smaller risk than the sample mean in the first population is given, out of which admissible minimax estimators are developed. A class of better estimators of \(\mu\) under squared-error loss, which is wider than found by \textit{C. G. Bhattacharya} [ibid. 8, 205-211 (1980; Zbl 0422.62025)] is obtained.