Improved estimators of common variance of <Emphasis Type="Italic">p</Emphasis>-populations when Kurtosis is known期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Improved estimators of common variance of p-populations when Kurtosis is known

Authors:	Honest W. Chipoyera Eshetu Wencheko

Affiliation:	(1) Department of Statistics and Operations Research, University of Limpopo, P. Bag X1106, Sovenga, 0727, Republic of South Africa;(2) Department of Statistics, Addis Ababa University, P.O. Box 1176, Addis Ababa, Ethiopia

Abstract:	The pooled variance of p samples presumed to have been obtained from p populations having common variance σ², $S^2_{rm pooled}$ has invariably been adopted as the default estimator for σ². In this paper, alternative estimators of the common population variance are developed. These estimators are biased and have lower mean-squared error values than $S^2_{rm pooled}$ . The comparative merit of these estimators over the unbiased estimator is explored using relative efficiency (a ratio of mean-squared error values).

Keywords:	Hessian Kurtosis Mean-squared error Non-singular matrix Pooled sample variance Positive definite matrix Relative efficiency
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