方差未知时两个正态总体均值序条件下的估计量

Estimation of Two Order Restricted Normal Population Means with Unknown Variances

讨论了两个正态总体均值在序条件下的改进估计量,样本均值是期望的极大似然估计量,当期望满足序条件且方差未知时,用方差的极大极小估计量代替方差得到了关于期望的一类估计量,此类估计量改进了样本均值.

Discusses the estimation of order-restricted expectation for normal populations. The sample mean is the maximum likelihood estimator of the expectation. When expectation satisfies order condition and variance is unknown, replaces unknown variances with the mini-max estimators of variances and construct a class of estimators of expectations which improves the sample means.