Minimax Estimates of the Mean of a Normal Distribution with Known Variance
Wolfowitz, J.
Ann. Math. Statist., Tome 21 (1950) no. 4, p. 218-230 / Harvested from Project Euclid
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It is proved that the classical estimation procedures for the mean of a normal distribution with known variance are minimax solutions of properly formulated problems. A result of Stein and Wald [1] is an immediate consequence. Other such optimum properties follow. Sequential and non-sequential problems can be treated in this manner. Interval and point estimation are discussed.
Publié le : 1950-06-14
Classification:  
@article{1177729840,
     author = {Wolfowitz, J.},
     title = {Minimax Estimates of the Mean of a Normal Distribution with Known Variance},
     journal = {Ann. Math. Statist.},
     volume = {21},
     number = {4},
     year = {1950},
     pages = { 218-230},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729840}
}

Wolfowitz, J. Minimax Estimates of the Mean of a Normal Distribution with Known Variance. Ann. Math. Statist., Tome 21 (1950) no. 4, pp.  218-230. http://gdmltest.u-ga.fr/item/1177729840/