on sequential estimation of a normal distribution having equal mean and variance
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ID: 255403
2017
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Abstract
Mukhopadhyay and Cicconetti \cite{mc2004} derived the Maximum Likelihood Estimator (MLE) and the Uniformly Minimum Variance Unbiased Estimator (UMVUE) of $\theta$ in $N (\theta, \theta)$ and discussed their application to purely sequential and two-stage bounded risk estimation of $\theta$. In this paper, a much simpler expression is derived for the UMVUE of $\theta$. Using this expression, a comprehensive investigation is provided for comparing the performances of the sequential estimators based on the MLE and the UMVUE.
| Reference Key |
nadarajah2017statisticaon
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|---|---|
| Authors | ;Saralees Nadarajah;Idika E. Okorie |
| Journal | advances in mathematical physics |
| Year | 2017 |
| DOI |
10.6092/issn.1973-2201/6606
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