Conditional inference about a normal mean with known coefficient of variation
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Publication:4127785
Cited in
(13)- On the best equivariant estimator of mean of a multivariate normal population
- Conditional information for an inverse Gaussian distribution with known coefficient of variation
- On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known
- An exact test for the mean of a normal distribution with a known coefficient of variation
- Minimum discrimination information estimator of the mean with known coefficient of variation
- Minimum risk scale equivariant estimator: estimating the mean of an inverse gaussian distribution with known coefficient of variation
- On tests for a normal mean with known coefficient of variation
- Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I
- Epistemic confidence in the observed confidence interval
- James-stein estimation with constraints on the norm
- On the Nile problem by Sir Ronald Fisher
- On the best equivariant estimator of covariance matrix of a multivariate normal population
- On the conditions for the existence of ancillary statistics in a curved exponential family
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