• Title/Summary/Keyword: restricted maximum likelihood estimator (RMLE)

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Estimation for ordered means in normal distributions

  • Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.951-958
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    • 2010
  • 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.