On the Estimation of Means in a Bivariate Normal Distribution with Equal Marginal Variances
边际方差相等的二元正态分布均值估计
This paper considers the problem of estimation of the mean /1 of one of the components of a bivariate normal distribution with equal marginal variances from a sample of size n. The result of a preliminary test of hypothesis that the means /1 and /2 of the two components of the bivariate normal distribution are equal is used to define an estimator x̄* for /1. The bias and mean square error of this estimator are studied and the regions in the parameter space in which x̄* has…