A note on the common mean of two normal populations with order restricted variances |
| |
| Authors: | Abdulaziz Elfessi Nabendu Pal$sup:$esup |
| |
| Affiliation: | Department of Statistics , University of Southwestern Louisiana , Lafayette, Louisiana, 70504, USA |
| |
| Abstract: | Consider the problem of estimating the common mean of two normal populations when the order of the unknown variances is known. In this article we have constructed a simple improved estimator which is better than the usual Graybill-Deal estimator in terms of stochastic domination. |
| |
| Keywords: | common mean stochastic domination universal domination risk function |
|
