KCI등재
학술저널
On the Point Estimation of Stein s Two-Stage Procedure
- 한국자료분석학회
- Journal of The Korean Data Analysis Society (JKDAS)
- Vol.7 No.3
- : KCI등재
- 2005.06
- 729 - 735 (7 pages)
Asymptotic properties in the sense of Chow and Robbins(1965) is discussed for a normal distribution with unknown parameter. First order asymptotic properties of two-stage sample size and the associated risk for the analog of the maximum likelihood estimator have found. The sequential two-stage procedure obtained is asymptotically efficient.
1. Introduction
2. Minimum Risk Point Estimation
3. Two-Stage Procedure
4. Simulation
Reference