IDEAS home Printed from https://ideas.repec.org/p/tky/fseres/2004cf306.html
   My bibliography  Save this paper

Estimation of a Mean of a Normal Distribution with a Bounded Coefficient of Variation

Author

Listed:
  • Tatsuya Kubokawa

    (Faculty of Economics, University of Tokyo)

Abstract

The estimation of a mean of a normal distribution with an unknown variance is addressed under the restriction that the coefficient of variation is within a bounded interval. The paper constructs a class of estimators improving on the best location-scale equivariant estimator of the mean. It is demonstrated the class includes three typical estimators: the Bayes estimator against the uniform prior over the restricted region, the Bayes estimator against the prior putting mass on the boundary, and a truncated estimator. The non-minimaxity of the best location-scale equivariant estimator is shown in the general location-scale family. When another type of restriction is treated, however, we have a different story that the best location-scale equivariant estimator remains minimax.

Suggested Citation

  • Tatsuya Kubokawa, 2004. "Estimation of a Mean of a Normal Distribution with a Bounded Coefficient of Variation," CIRJE F-Series CIRJE-F-306, CIRJE, Faculty of Economics, University of Tokyo.
  • Handle: RePEc:tky:fseres:2004cf306
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tky:fseres:2004cf306. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CIRJE administrative office). General contact details of provider: http://edirc.repec.org/data/ritokjp.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.