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- W1970772933 abstract "Let X1, X2, …, Xn be iid N(μ, aμ2) (a>0) random variables with an unknown mean μ>0 and known coefficient of variation (CV) √a. The estimation of μ is revisited and it is shown that a modified version of an unbiased estimator of μ [cf. Khan RA. A note on estimating the mean of a normal distribution with known CV. J Am Stat Assoc. 1968;63:1039–1041] is more efficient. A certain linear minimum mean square estimator of Gleser and Healy [Estimating the mean of a normal distribution with known CV. J Am Stat Assoc. 1976;71:977–981] is also modified and improved. These improved estimators are being compared with the maximum likelihood estimator under squared-error loss function. Based on asymptotic consideration, a large sample confidence interval is also mentioned." @default.
- W1970772933 created "2016-06-24" @default.
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- W1970772933 date "2013-06-25" @default.
- W1970772933 modified "2023-10-02" @default.
- W1970772933 title "A remark on estimating the mean of a normal distribution with known coefficient of variation" @default.
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- W1970772933 doi "https://doi.org/10.1080/02331888.2013.809722" @default.
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