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Inadmissbility of sequential estimation rule of the mean of a multivariate normal distribution

 

作者: Yoshikazu Takada,  

 

期刊: Sequential Analysis  （Taylor Available online 1984）
卷期: Volume 3, issue 3-4  

页码: 267-271

 

ISSN:0747-4946

 

年代: 1984

 

DOI:10.1080/07474948408836066

 

出版商: Marcel Dekker, Inc.

 

关键词: Inadmissibility;Stopping time;Helmert orthogonal transformation;James-Stein estimator

 

数据来源: Taylor

 

摘要:

For the fixed sample size problem, it is well known that the usual estimator of the mean of a p variate normal distribution is inadmissible and is dominated by the James Stein estimator if p≥3. In this note it is shown that an analogous result holds in a sequential sampling rule.

 

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