Comparing Estimators for Population Variance Using Pitman Nearness
作者:
Ravindra Khattree,
期刊:
The American Statistician
(Taylor Available online 1992)
卷期:
Volume 46,
issue 3
页码: 214-217
ISSN:0003-1305
年代: 1992
DOI:10.1080/00031305.1992.10475888
出版商: Taylor & Francis Group
关键词: Mean squared error;Median
数据来源: Taylor
摘要:
As a classroom example, some researchers considered the problem of estimation of the variance of a normal population with known mean. They showed that the maximum likelihood estimator under the unknown mean assumption has smaller mean squared error than that under the known mean assumption, thereby implying that one would be “better off” by ignoring the information provided by the known mean. This same problem is reconsidered under the Pitman nearness criterion.
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