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Order restricted estimators: some bias results.

Authors
Sampson-AR; Singh-H; Whitaker-LR
Source
Stat Probab Lett 2003 Feb; 61(3):299-308
NIOSHTIC No.
20022651
Abstract
Stimulated by practical concerns in the use of order restricted estimators, we study some bias issues of isotonic estimators of ordered parameters. We obtain explicit expressions for biases of order restricted estimators of ordered means of two normal populations with common variance. Based on intuitive considerations, we also propose a new estimator of the common variance of two normal populations having ordered normal means and show that it has smaller bias than the maximum likelihood estimator of the variance and has smaller mean squared error than the usual unbiased estimator of the common variance.
Keywords
Statistical-analysis; Analytical-processes; Epidemiology; Risk-analysis
Contact
Harshinder Singh, Department of Statistics, West Virginia University, Morgantown, WV 26506, USA
CODEN
SPLTDC
Publication Date
20030201
Document Type
Journal Article
Email Address
hsingh@stat.wvu.edu
Fiscal Year
2003
NTIS Accession No.
NTIS Price
Issue of Publication
3
ISSN
0167-7152
NIOSH Division
HELD
Source Name
Statistics & Probability Letters
State
PA; WV; CA
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