Should S Get More Press? |
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| Authors: | J Kelly Cunningham |
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| Institution: | Stephen F. Austin State University , Nacogdoches , TX , 75962 |
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| Abstract: | This note discusses a problem appropriate for a beginning mathematical statistics course. Four estimators of the standard deviation of a normal data source are compared using mean square error. Both the uniformly minimum variance unbiased estimator and the usual estimator are found to be inadmissible. |
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| Keywords: | Likelihood estimator Maximum Standard deviation Uniformly minimum-variance unbiased estimator |
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