Relationships Between the UMVU Estimators of the Mean and Median of a Function of a Normal Distribution
Mehran, Farhad
Ann. Statist., Tome 3 (1975) no. 1, p. 457-460 / Harvested from Project Euclid
Let $\eta = f(\mu)$ and $\theta = Ef(Y)$, where $f$ is a monotone function and $Y \sim N(\mu, \sigma^2)$. In this note we use the method of convolution transforms to show that the UMVU estimators of $\eta$ and $\theta$ based on a pair of independent sufficient statistics $T \sim N(\mu, \alpha \sigma^2)$ and $S^2 \sim \sigma^2 \chi^2_{(\nu)}$ are related to each other in a simple manner: the replacement $\alpha$ by $\alpha - 1$ in the expression of the UMVU estimator of $\eta$ gives the corresponding expression of the UMVU estimator of $\theta$. In addition, we show that a similar relationship also exists among the estimators of the variances.
Publié le : 1975-03-14
Classification:  UMVU estimation,  function of normal distribution,  62B05,  62F10,  62J99
@article{1176343071,
     author = {Mehran, Farhad},
     title = {Relationships Between the UMVU Estimators of the Mean and Median of a Function of a Normal Distribution},
     journal = {Ann. Statist.},
     volume = {3},
     number = {1},
     year = {1975},
     pages = { 457-460},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343071}
}
Mehran, Farhad. Relationships Between the UMVU Estimators of the Mean and Median of a Function of a Normal Distribution. Ann. Statist., Tome 3 (1975) no. 1, pp.  457-460. http://gdmltest.u-ga.fr/item/1176343071/