Estimation of the Larger Mean

Abstract

Estimation of the larger of two normal means mu 1 and mu 2 is studied. Two new estimators are studied for this problem, the maximum probability estimator and the iterated bias elimination estimators. If abs. val. mu 1 - mu 2 is not close to zero (as evidenced by a strongly consistent estimator), a maximum probability estimator is seen to be best as regards both bias and mean-squared error. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1980
Accession Number
ADA088661

Entities

People

  • Edward J. Dudewicz
  • Ishwari D. Dhariyal
  • Saul Blumenthal

Organizations

  • Ohio State University

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Distribution Functions
  • Estimators
  • Gaussian Quadrature
  • Integrals
  • Mathematics
  • Military Research
  • New Jersey
  • Normal Density Functions
  • Numbers
  • Probability
  • Random Variables
  • Real Numbers
  • Simplex Method
  • Statistics
  • Theorems
  • Universities

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Mathematics or Statistics
  • Regression Analysis.