On a comparison of four estimates of a common mean by multiple criteria decision making method

In this paper we consider the problem of estimating the common mean \mu of two
independent normal populations with unknown and possibly unequal variances.
The purpose of this paper is to compare four unbiased estimates of \mu based
on Multiple Criteria Decision Making (MCDM) procedure in order to rank the
estimates from the best to the worst in terms of their variances. A simulation
study is also used to compare the competing estimates in small samples.