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- W1972687186 abstract "Let $x$ and $y$ be two independent normal variables with mean $mu$ and variances $sigma^2_1$ and $sigma^2_2$ respectively. Also let $S^2_1$ and $S^2_2$ be two independent estimators of $sigma^2_1$ and $sigma^2_2$ such that $mS^2_1sigma^{-2}_1$ and $nS^2_2sigma^{-2}_2$ are chi-squares with $m$ and $n$ degrees of freedom respectively. The Graybill-Deal estimator of $mu$ is $hat{mu} = (S^{-2}_1x + S^{-2}_2y)/(S^{-2}_1 + S^{-2}_2)$. In this paper an expression for the variance of $hat{mu}$ is given. Also bounds for the distribution of $hat{mu}$ are studied." @default.
- W1972687186 created "2016-06-24" @default.
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- W1972687186 date "1980-01-01" @default.
- W1972687186 modified "2023-10-16" @default.
- W1972687186 title "Variance and Distribution of the Graybill-Deal Estimator of the Common Mean of Two Normal Populations" @default.
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- W1972687186 doi "https://doi.org/10.1214/aos/1176344904" @default.
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