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An estimator of the ratio of two variances

 

作者: M. Mazumdar,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1983）
卷期: Volume 12, issue 4  

页码: 399-409

 

ISSN:0361-0918

 

年代: 1983

 

DOI:10.1080/03610918308812327

 

出版商: Marcel Dekker, Inc.

 

关键词: uniformly minimum variance unbiased estimate;variance ration;maximum likelihood estimate;Monte Carlo simulation;probability of concentration

 

数据来源: Taylor

 

摘要:

The uniformly minimum variance unbiased estimate ofwhere σ1 and σ2 are the standard deviations of two normal populations is derived. Its properties are compared with those of the maximum likelihood estimate by means of Monte Carlo simulation. These comparisons reveal the superiority of the UMVU estimate for very small or very large values of this ratio.

 

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