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An Efficient Maximum Likelihood Solution in Normal Model having Constant but Unknown Coefficients of Variation

A number of independent normal normal populations having constant but unknown coefficienls of variation are considered. The model is of more general form. There is no restriction on the number of groups and the sample size in each group may differ from one another. An efficient method of solutions...

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Main Authors: Gerig, Thomas M., Abdul Rahman, Mohd Nawi
Format: Article
Language:English
English
Published: 1983
Online Access:http://psasir.upm.edu.my/id/eprint/2153/1/An_Efficient_Maximum_Likelihood_Solution_in_Normal_Model.pdf
http://psasir.upm.edu.my/id/eprint/2153/
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spelling my.upm.eprints.21532013-05-27T06:59:11Z http://psasir.upm.edu.my/id/eprint/2153/ An Efficient Maximum Likelihood Solution in Normal Model having Constant but Unknown Coefficients of Variation Gerig, Thomas M. Abdul Rahman, Mohd Nawi A number of independent normal normal populations having constant but unknown coefficienls of variation are considered. The model is of more general form. There is no restriction on the number of groups and the sample size in each group may differ from one another. An efficient method of solutions based on the maximum likelihood procedure is developed. The maximum likelihood equations are reduced to a single equation. This results in a numerically exact solutions. Monte Carlo evaluations are studied. Examples from the literature are taken to illustrate the method. The estimators for the means are shown to be asymptotically more efficient than the ordinary means. The asymptotic relative efficiency increases as the relative sample size increases. 1983 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/2153/1/An_Efficient_Maximum_Likelihood_Solution_in_Normal_Model.pdf Gerig, Thomas M. and Abdul Rahman, Mohd Nawi (1983) An Efficient Maximum Likelihood Solution in Normal Model having Constant but Unknown Coefficients of Variation. Pertanika, 6 (1). pp. 57-62. English
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
English
description A number of independent normal normal populations having constant but unknown coefficienls of variation are considered. The model is of more general form. There is no restriction on the number of groups and the sample size in each group may differ from one another. An efficient method of solutions based on the maximum likelihood procedure is developed. The maximum likelihood equations are reduced to a single equation. This results in a numerically exact solutions. Monte Carlo evaluations are studied. Examples from the literature are taken to illustrate the method. The estimators for the means are shown to be asymptotically more efficient than the ordinary means. The asymptotic relative efficiency increases as the relative sample size increases.
format Article
author Gerig, Thomas M.
Abdul Rahman, Mohd Nawi
spellingShingle Gerig, Thomas M.
Abdul Rahman, Mohd Nawi
An Efficient Maximum Likelihood Solution in Normal Model having Constant but Unknown Coefficients of Variation
author_facet Gerig, Thomas M.
Abdul Rahman, Mohd Nawi
author_sort Gerig, Thomas M.
title An Efficient Maximum Likelihood Solution in Normal Model having Constant but Unknown Coefficients of Variation
title_short An Efficient Maximum Likelihood Solution in Normal Model having Constant but Unknown Coefficients of Variation
title_full An Efficient Maximum Likelihood Solution in Normal Model having Constant but Unknown Coefficients of Variation
title_fullStr An Efficient Maximum Likelihood Solution in Normal Model having Constant but Unknown Coefficients of Variation
title_full_unstemmed An Efficient Maximum Likelihood Solution in Normal Model having Constant but Unknown Coefficients of Variation
title_sort efficient maximum likelihood solution in normal model having constant but unknown coefficients of variation
publishDate 1983
url http://psasir.upm.edu.my/id/eprint/2153/1/An_Efficient_Maximum_Likelihood_Solution_in_Normal_Model.pdf
http://psasir.upm.edu.my/id/eprint/2153/
_version_ 1643822234260733952
score 13.214268

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