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Simultaneous Comparison of Scale Estimators
Jerome P. Keating and Ramesh C. Gupta
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002)
Vol. 46, No. 3 (Dec., 1984), pp. 275-280
Published by: Indian Statistical Institute
Stable URL: http://www.jstor.org/stable/25052351
Page Count: 6
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Exact expressions are derived for Pitman closeness probabilities in a simultaneous comparison of k nonintersecting estimators. These results are then applied to estimation of scale parameters based on a scale invariant statistic. The theory is then exemplified through the estimation of the standard deviation in a normal distribution.
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002) © 1984 Indian Statistical Institute