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Optimality of Restricted MLE under the Pitman Criterion

SONG Hai-yan1, SONG Li-xin2   

  1. 1. Institute of Mathematics, Jilin University, Changchun 130012, China;2. Institute of Applied Mathematics, Dalian University of Science and Technology, Dalian 116024, Liaoning Province, China)
  • Received:2005-03-22 Revised:1900-01-01 Online:2006-03-26 Published:2006-03-26
  • Contact: SONG Li-xin

Abstract: It is proved by means of the properties of normal populations that the restricted Maximum Likelihood Estimates (MLE) of linear function of the mean under the Pitman criterion is more optimal than the maximum likeliho od estimates of the linear function of the mean without restrictions if the mean of two-dimensional normal population satisfies one or two linear inequalit y restrictions.

Key words: Pitman criterion, restricted maximum likelihood estimates, projection

CLC Number: 

  • O212