Closer estimators of a common mean in the sense of Pitman |
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Authors: | Tatsuya Kubokawa |
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Institution: | (1) Institute of Mathematics, University of Tsukuba, 305 Tsukuba, Ibaraki, Japan |
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Abstract: | Consider the problem of estimating the common mean of two normal populations with different unknown variances. Suppose a random sample of sizem is drawn from the first population and a random sample of sizen is drawn from the second population. The paper gives a family of estimators closer than the sample mean of the first population in the sense of Pitman (1937,Proc. Cambridge Phil. Soc.,33, 212–222). In particular, the Graybill-Deal estimator (1959,Biometrics,15, 543–550) is shown to be closer than each of the sample means ifm5 andn5. |
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Keywords: | Pitman closeness common mean Graybill-Deal estimator |
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