Accession Number:

ADA193190

Title:

On the Estimation of a Variance Ratio.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s):

• Gelfand, Alan E.
• Dey, Dipak K.

Report Date:

1988-04-06

Pagination or Media Count:

19.0

Abstract:

The estimation of the ratio of two independent normal variances is considered under scale invariant squared error loss function, when the means are unknown. The best invariant estimator is shown to be inadmissible. Two new classes of improved estimators are obtained, one by extending Stein 1964 and the other by extending Brown 1968. Numerical studies are presented to indicate the percent improvements in risk.

Descriptors:

• *RATIOS
• *NORMAL DISTRIBUTION
• ESTIMATES
• INVARIANCE
• NUMERICAL ANALYSIS
• VARIATIONS
• PARAMETRIC ANALYSIS

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE