Estimation of a Restricted Variance Ratio
Abstract
The estimation of a variance ratio is studied under certain restrictions. A Bayesian viewpoint is taken. We then assume additional information on tau sub i is available in the form of an independent observation from a noncentral sq x distribution. A natural application arises when the u sub i are sums of squares in alpha variance components model
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 14, 1988
- Accession Number
- ADA202268
Entities
People
- Alan E. Gelfand
Organizations
- Stanford University