Asymptotic improvement of the Graybill-Deal estimator

    Research output: Contribution to journalArticle

    1 Citation (Scopus)

    Abstract

    Two-stage estimators of the common mean of k normal populations are considered, and compared with the Graybill-Deal estimator in terms of asymptotic variance. Some of them are found to be superior to the estimator under regularity conditions. A comparison of the Graybill-Deal estimator, an alternative estimator and the maximum likelihood estimator is made when samples are of the same size. In addition, several simulation results concerning finite sample behaviour of proposed two-stage estimators are presented.

    Original languageEnglish
    Pages (from-to)389-407
    Number of pages19
    JournalCommunications in Statistics - Theory and Methods
    Volume28
    Issue number2
    Publication statusPublished - 1999

    Fingerprint

    Maximum likelihood
    Estimator
    Common Mean
    Normal Population
    Asymptotic Variance
    Regularity Conditions
    Maximum Likelihood Estimator
    Alternatives
    Simulation

    Keywords

    • Asymptotic relative efficiency
    • Estimation of common mean
    • Two-stage procedure

    ASJC Scopus subject areas

    • Safety, Risk, Reliability and Quality
    • Statistics and Probability

    Cite this

    Asymptotic improvement of the Graybill-Deal estimator. / Inoue, Kiyoshi.

    In: Communications in Statistics - Theory and Methods, Vol. 28, No. 2, 1999, p. 389-407.

    Research output: Contribution to journalArticle

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