Estimators of Certain Functions of the Variance of a Normal Distribution |
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Authors: | D.N. Joanes |
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Affiliation: | Department of Statistics , University of Leeds , LS2 9JT, Leeds, U.K |
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Abstract: | Estimators of σaand log σ which are functions of Σ(x?x)2/d are considered. Besides the usual sampling theory estimators, Bayesian point estimators which are the usual measures of location of the posterior distribution are given, and in each case an exact or asymptotic expression for the divisor d is stated. |
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Keywords: | Bayesian point estimators sampling properties |
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