The exact distribution and density functions of the stein-type estimator for normal variance |
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| Authors: | Kazuhiro Ohtani |
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| Institution: | Faculty of Economics , Kobe University , Nada-ku, Kobe, 657, Japan |
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| Abstract: | In this paper, we derive the exact distribution and density functions of the Stein-type estimator for the normal variance. It is shown by numerical evaluation that the density function of the Stein-type estimator is unimodal and concentrates around the mode more than that of the usual estimator. |
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| Keywords: | density function distribution function normal variance Stein-type estimator |
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