On the Estimation of a Variance Ratio.

reportActive / Technical Report | Accession Number: ADA193190 | Open PDF

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.

Author(s):
Gelfand, Alan E. ; Dey, Dipak K.
Author Organization(s):
STANFORD UNIV CA DEPT OF STATISTICS
Descriptive Note:
Technical rept.,
Pagination:
0019

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-403
Contract/Grant Number(s):
N00014-86-K-0156
 Subject Terms
Joint Capability Areas:
JCA_1.2_Force Preparation; JCA_1_Force Support; JCA_1.2.3_Educating
Modernization Areas:
Fully Networked C3
Communities of Interest:
Energy and Power Technologies
Descriptor(s):
*RATIOS, *NORMAL DISTRIBUTION, ESTIMATES, INVARIANCE, NUMERICAL ANALYSIS, VARIATIONS, PARAMETRIC ANALYSIS
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
WUNR042267
Report Date:
1988 Apr 06