On the Bias and Mean-square Error of the Sample Minimum and the Maximum Likelihood Estimator for Two Ordered Normal Means
نویسنده
چکیده
This note considers the estimation of ordered means of two independent normal random variables. When estimating the smaller one of the two means, two simple (non-trivial) estimators are available: the minimum of the two normal random variables and the maximum likelihood estimator. For these two estimators we provide simple elementary derivations of bias and mean square error.
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