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EXAMPLES OF MINIMUM VARIANCE ESTIMATION1 |
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| Authors: | M S Bartlett |
| Abstract: | In this sequel to a previous discussion of minimum variance estimation (Bartlett, 1982), the gain with conditional estimation procedures is illustrated for the location parameter for (i) the rectangular distribution; (ii) a triangular distribution (typifying an asymmetric case). This note concludes with further remarks on the multi-sample and multi-parameter cases. |
| Keywords: | Minimum variance “ ideal” estimation equation conditional estimation location and scaling |