Asymptotic improvement of the Graybill-Deal estimator

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    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

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    Keywords

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

    ASJC Scopus subject areas

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

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