Inadmissibility of the uncombined two-stage estimator when additional samples are available (Q1117618)
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scientific article; zbMATH DE number 4092552
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| English | Inadmissibility of the uncombined two-stage estimator when additional samples are available |
scientific article; zbMATH DE number 4092552 |
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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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0.8106164336204529
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0.7792643904685974
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0.7719132900238037
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0.7694677114486694
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