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Constructing Uniformly Better Estimators

 

作者: Vanamamalai Seshadri,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1963)
卷期: Volume 58, issue 301  

页码: 172-175

 

ISSN:0162-1459

 

年代: 1963

 

DOI:10.1080/01621459.1963.10500839

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

A new way of constructing uniformly better estimators (in the sense of minimum variance) from two independent unbiased estimators is presented. The problem of weighting estimators, when the ratio of their variances is unknown, is not straightforward. Yet this problem is particularly important in the recovery of inter-block information in balanced incomplete blocks. The theorem given in this paper suggests a simple method of constructing “better” estimators. The theorem has application in the analysis of balanced incomplete block designs; an example is given.

 

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