کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1150583 | 957960 | 2007 | 19 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Consistent estimation of the minimum normal mean under the tree-order restriction
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Consistent estimation of the minimum normal mean under the tree-order restriction Consistent estimation of the minimum normal mean under the tree-order restriction](/preview/png/1150583.png)
چکیده انگلیسی
Let (Xijâ£j=1,â¦,ni(s),i=0,1,â¦,s) be independent observations from s+1 univariate normal populations, with Xijâ¼N(μi,Ï2). The tree-order restriction (μ0⩽μi, i=1,â¦,s) arises naturally when comparing a treatment (μ0) to several controls (μ1,â¦,μs). When the sample sizes and population means and variances are equal and fixed, the maximum likelihood-based estimator (MLBE) of μ0 is negatively biased and diverges to -â a.s. as sââ, leading some to assert that maximum likelihood may “fail disastrously” in order-restricted estimation. By viewing this problem as one of estimating a target parameter μ0 in the presence of an increasing number of nuisance parameters μ1,â¦,μs, however, this behavior is reminiscent of the classical Neyman-Scott example. This suggests an alternative formulation of the problem wherein the sample size n0(s) for the target parameter increases with s. Here the MLBE of μ0 is either consistent or admits a bias-reducing adjustment, depending on the rate of increase of n0(s). The consistency of an estimator due to Cohen and Sackrowitz [2002. Inference for the model of several treatments and a control. J. Statist. Plann. Inference 107, 89-101] is also discussed.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 11, 1 November 2007, Pages 3317-3335
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 11, 1 November 2007, Pages 3317-3335
نویسندگان
Sanjay Chaudhuri, Michael. D. Perlman,