1. Variance estimation for tree-order restricted models
- Author
-
Sanjay Chaudhuri and Antar Bandyopadhyay
- Subjects
Statistics and Probability ,media_common.quotation_subject ,fungi ,Estimator ,Variance (accounting) ,respiratory system ,Infinity ,Law of total variance ,One-way analysis of variance ,Sample size determination ,Statistics ,Tree (set theory) ,Statistics, Probability and Uncertainty ,Variance-based sensitivity analysis ,Mathematics ,media_common - Abstract
In this article, we discuss the estimation of the common variance of several normal populations with tree-order restricted means. We discuss the asymptotic properties of the maximum-likelihood estimator (MLE) of the variance as the number of populations tends to infinity. We consider several cases of various orders of the sample sizes and show that the MLE of the variance may or may not be consistent or be asymptotically normal.
- Published
- 2013