On Stein's Estimator.

reportActive / Technical Report | Accession Number: ADA082177 | Open PDF

Abstract:

Steins estimator for k normal means is known to dominate the maximum likelihood estimator for k or 3 and quadratic loss function. In this paper are given certain optimal properties of Steins estimator for a generalized loss function. Author

Author(s):
Alam, Khursheed ; Hawkes, James S.
Author Organization(s):
CLEMSON UNIV S C DEPT OF MATHEMATICAL SCIENCES
Descriptive Note:
Technical rept.,
Pagination:
0022

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
N75, TR-228
Contract/Grant Number(s):
N00014-75-C-0451
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
*BAYES THEOREM, *MINIMAX TECHNIQUE, MULTIVARIATE ANALYSIS, ESTIMATES, LOSSES, NORMAL DISTRIBUTION, HYPERGEOMETRIC FUNCTIONS
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
Stein estimator, Loss factor, Maximum likelihood estimation, WUNR042271
Report Date:
1976 Jul 01