Inadmissibility of the uncombined two-stage estimator when additional samples are available |
| |
| Authors: | Tatsuya Kubokawa |
| |
| Affiliation: | (1) Department of Mathematics, University of Tsukuba, 305 Tsukuba, Ibaraki, Japan |
| |
| Abstract: | Consider the problem of constructing an estimator with a preassigned bound on the risk for a mean of a normal distribution. The paper shows that the usual two-stage estimator is improved on by combined estimators when additional samples taken from distributions with the same mean and different variances are available. |
| |
| Keywords: | Two-stage procedure inadmissibility common mean |
| 本文献已被 SpringerLink 等数据库收录！ |
