On utilizing information from a second sample in estimating variance
作者
J. S. Mehta,John Gurland
出处
期刊:Biometrika [Oxford University Press] 日期:1969-01-01卷期号:56 (3): 527-532被引量:5
标识
DOI:10.1093/biomet/56.3.527
摘要
Estimators of the variance of a normal population are presented which combine the information from two samples obtained from populations with possibly different variances. One class of these estimators is based on a preliminary test of the equality of variances. Another class is obtained by minimizing the mean square error. The behaviour of these classes of estimators is examined from the point of view of efficiency and bias.