The estimation problem of a function of normal parameters $\xi/\sigma^{2p}$ is considered. We prove that a "natural" estimator of this ratio is admissible for quadratic loss if and only if $p$ is nonnegative.
Publié le : 1985-12-14
Classification:
Point estimation,
normal parameters,
quadratic loss,
admissibility,
generalized Bayes estimators,
coefficient of variation,
62F10,
62C15,
62C20,
62F11
@article{1176349758,
author = {Rukhin, Andrew},
title = {Estimating a Ratio of Normal Parameters},
journal = {Ann. Statist.},
volume = {13},
number = {1},
year = {1985},
pages = { 1616-1624},
language = {en},
url = {http://dml.mathdoc.fr/item/1176349758}
}
Rukhin, Andrew. Estimating a Ratio of Normal Parameters. Ann. Statist., Tome 13 (1985) no. 1, pp. 1616-1624. http://gdmltest.u-ga.fr/item/1176349758/