MLE in Two Normal Samples with Equal but Unknown Population Coefficients of Variation
变异系数相同但未知的两个正态总体的极大似然估计
Maximum likelihood estimates are derived for the parameters of two normal populations with coefficients of variation equal but unknown. Formulas are provided for calculating the asymptotic variances and covariances of the estimates. The relative efficiency of the proposed mean estimator with respect to the sample mean is shown to be greater than one. The effect of departures from the assumptions of normality and of equal coefficients of variation on this relative efficiency…