Browse > Article

Estimation for ordered means in normal distributions  

Cho, Kil-Ho (Department of Statistics, Kyungpook National University)
Publication Information
Journal of the Korean Data and Information Science Society / v.21, no.5, 2010 , pp. 951-958 More about this Journal
Abstract
In this paper, we obtain the restricted maximum likelihood estimators (RMLE's) for means in normal distributions with the ordered mean constraints. The biases and mean squared errors (MSE's) of these RMLE's are approximated by Mote Carlo methods. In every case a substantial savings in MSE is obtained at the expense of a small loss in bias when using RMLE's instead of the unrestricted MLE's.
Keywords
MLE; ordered means; restricted maximum likelihood estimator (RMLE);
Citations & Related Records
Times Cited By KSCI : 4  (Citation Analysis)
연도 인용수 순위
1 Barlow, R. E., Bartholomew, D. J., Bremer, J. M. and Brunk, H. D. (1972). Statistical inference under order restriction, New York: John Wiley and Sons, Inc.
2 Bartholomew, D. J. (1959). A test of homogeneity for ordered alternatives. Biometrika, 46, 36-48.   DOI
3 Cho, K. H. and Kim, Y. I. (2003), Estimation of bivariate exponential model under censored data. Journal of the Korean Data & Information Science Society, 14, 751-758.   과학기술학회마을
4 Cho, K. H., Cho, J. S. and Jeong, S. H. (2005), Estimation on exponential model with limited replacements. Journal of the Korean Data & Information Science Society, 16, 457-465.   과학기술학회마을
5 Cho, K. H. and Cho, J. S. (2006), Jackknife estimators in the left truncated exponential model. Journal of the Korean Data & Information Science Society, 17, 487-492.   과학기술학회마을
6 Croydon, D. A. (2010). Scaling limits for simple random works on random ordered graph trees. Advances in Applied Probability, 42, 528-558.   DOI   ScienceOn
7 Jeong, I. H., Cho, K. H. and Cho, J. S.(2009), Estimation of the Block and Basu model for system level life testing with censored data. Journal of the Korean Data & Information Science Society, 20, 941-948.   과학기술학회마을
8 Kallenberg, O. (2002). Foundations of modern probability, 2nd edn. Springer, New York.
9 Rao, C. R. (1965). Linear statistical inference and its applications, New York: John Wiley and Sons, Inc.
10 Richard, L. D. and Richard, W. M. (1976). Restricted maximum likelihood estimators for Poisson parameters. Journal of the American Statistical Associations, 71, 711-718.   DOI   ScienceOn