Point and Confidence Estimation of a Common Mean and Recovery of Interblock Information
Brown, L. D. ; Cohen, Arthur
Ann. Statist., Tome 2 (1974) no. 1, p. 963-976 / Harvested from Project Euclid
Consider the problem of estimating a common mean of two independent normal distributions, each with unknown variances. Note that the problem of recovery of interblock information in balanced incomplete blocks designs is such a problem. Suppose a random sample of size $m$ is drawn from the first population and a random sample of size $n$ is drawn from the second population. We first show that the sample mean of the first population can be improved on (with an unbiased estimator having smaller variance), provided $m \geqq 2$ and $n \geqq 3$. The method of proof is applicable to the recovery of information problem. For that problem, it is shown that interblock information could be used provided $b \geqq 4$. Furthermore for the case $b = t = 3$, or in the common mean problem, where $n = 2$, it is shown that the prescribed estimator does not offer improvement. Some of the results for the common mean problem are extended to the case of $K$ means. Results similar to some of those obtained for point estimation, are also obtained for confidence estimation.
Publié le : 1974-09-14
Classification:  Common mean,  unbiased estimators,  balanced incomplete blocks designs,  inadmissibility,  interblock information,  confidence intervals,  62F10,  62K10,  62C15
@article{1176342817,
     author = {Brown, L. D. and Cohen, Arthur},
     title = {Point and Confidence Estimation of a Common Mean and Recovery of Interblock Information},
     journal = {Ann. Statist.},
     volume = {2},
     number = {1},
     year = {1974},
     pages = { 963-976},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342817}
}
Brown, L. D.; Cohen, Arthur. Point and Confidence Estimation of a Common Mean and Recovery of Interblock Information. Ann. Statist., Tome 2 (1974) no. 1, pp.  963-976. http://gdmltest.u-ga.fr/item/1176342817/