Estimating common standard deviation of two normal populations with ordered means

被引:0
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作者
Manas Ranjan Tripathy
Somesh Kumar
Nabendu Pal
机构
[1] National Institute of Technology,Department of Mathematics
[2] Indian Institute of Technology,Department of Mathematics
[3] University of Louisiana at Lafayette,Department of Mathematics
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关键词
Admissible estimator; Equivariant estimator; Maximum likelihood estimator; Minimax estimator; Ordered parameters.; 62F10; 62C20;
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摘要
Independent random samples are taken from two normal populations with means \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu _1$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu _2$$\end{document} and a common unknown variance \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sigma ^2.$$\end{document} It is known that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mu _1\le \mu _2.$$\end{document} In this paper, estimation of the common standard deviation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sigma $$\end{document} is considered with respect to a scale invariant loss function. A general minimaxity result is proved and a class of minimax estimators is derived. An admissibility result is proved in this class. Further a class of equivariant estimators with respect to a subgroup of affine group is considered and dominating estimators in this class are obtained. The risk performance of some of these estimators is compared numerically.
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页码:305 / 318
页数:13
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