A note on estimating the common mean of k normal distributions and the stein problem
- 1 January 1978
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 7 (15) , 1421-1432
- https://doi.org/10.1080/03610927808827724
Abstract
An unbiased estimator for the common mean of k normal distributions is suggested. A necessary and sufficient condition for the estimator Lo have a smaller variance than each sample mean is given. In the case of estimating the common mean vector of k p-variate (p ≤ 3) normal distributions a combined unbiased estimator may be used. We give a class of estimators which are better than the combined estimator when the loss is quadratic and the restriction of unbiasedness is removed.Keywords
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