Sequential approach to simultaneous estimation of the mean and variance |
| |
Authors: | Asst Prof Dr N Mukhopadhyay |
| |
Institution: | (1) Department of Statistics, Oklahoma State University, 74078 Stillwater, Oklahoma, USA |
| |
Abstract: | The problem of simultaneous estimation of the mean and variance of a normal distribution has been studied. We propose a semi-circular region
n
={(a,b)':b>0} of radiusd, which has approximately a preassigned coverage probability. Asymptotic efficiency and asymptotic consistency (asd0) of our proposed sequential procedures have been proved.Research partially supported by U.S. Army Research Grant No. DAAG29-76-G-0038. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|