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Activity Number: 114
Type: Contributed
Date/Time: Monday, August 7, 2006 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract - #305446
Title: On Some Aspects of Estimation of a Common Mean of Two Independent Normal Populations
Author(s): Pranab Mitra*+
Companies: University of Maryland Baltimore County
Address: 912 Hooper Ave., Baltimore, MD, 21229,
Keywords: common mean ; first order efficient ; Fisher fisher information ; Jeffrey's prior ; Rao-Cramer lower bound, Rao-Cramer lower bound ; second order efficient.
Abstract:

In this paper, we study aspects of estimation of a common mean of two normal populations from an asymptotic point of view. The Bayes estimate of the common mean under Jeffrey's prior also is considered. A simulation study is carried out to compare several competing estimates in small samples.

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