On sequential estimation of a normal distribution having equal mean and variance

Authors

  • Saralees Nadarajah University of Manchester
  • Idika E. Okorie University of Manchester

DOI:

https://doi.org/10.6092/issn.1973-2201/6606

Abstract

Mukhopadhyay and Cicconetti \cite{mc2004} derived the Maximum Likelihood Estimator (MLE) and the Uniformly Minimum Variance Unbiased Estimator (UMVUE) of $\theta$ in $N (\theta, \theta)$ and discussed their application to purely sequential and two-stage bounded risk estimation of $\theta$.  In this paper, a much simpler expression is derived for the UMVUE of $\theta$.  Using this expression, a comprehensive investigation is provided for comparing the performances of the sequential estimators based on the MLE and the UMVUE.

 

Downloads

Published

2017-04-07

How to Cite

Nadarajah, S., & Okorie, I. E. (2017). On sequential estimation of a normal distribution having equal mean and variance. Statistica, 77(1), 53–63. https://doi.org/10.6092/issn.1973-2201/6606

Issue

Section

Articles