On a Normal Mean with Known Coefficient of Variation
2003 ◽
Vol 54
(1-2)
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pp. 17-30
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Keyword(s):
This paper deals with estimation of θ when iid (independent and identically distributed) observations are available from a N( θ, cθ2) distribution where c > 0 is assumed to be known. Using the equivariance principle under the group of scale and direction transformations we first characterize the class of equivariant estimators of θ. We then investigate a few equivariant estimators, including the maximum likelihood estimator, in terms of standardized bias and standardized mean squared error.
1970 ◽
Vol 13
(3)
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pp. 391-393
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2014 ◽
Vol 14
(07)
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pp. 1450026
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Estimating the Location Parameter of an Exponential Distribution with Known Coefficient of Variation
1982 ◽
Vol 31
(3-4)
◽
pp. 137-150
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2020 ◽
Vol 8
(2)
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pp. 507-520
1997 ◽
Vol 32
(1)
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pp. 99-105
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2018 ◽
pp. 439
2018 ◽
pp. 397
2001 ◽
Vol 98
(1-2)
◽
pp. 89-99
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