{"id":670,"date":"2017-09-28T08:41:43","date_gmt":"2017-09-28T08:41:43","guid":{"rendered":"http:\/\/jsr.isrt.ac.bd\/?post_type=article&p=670"},"modified":"2017-09-28T08:45:30","modified_gmt":"2017-09-28T08:45:30","slug":"estimation-variance-anova-setup","status":"publish","type":"article","link":"http:\/\/jsr.isrt.ac.bd\/article\/estimation-variance-anova-setup\/","title":{"rendered":"Estimation of variance in an ANOVA setup"},"content":{"rendered":"
In an ANOVA setup one tests the global null hypothesis against the alternative
\nthat at least one pair of means differ. In this paper we consider the estimation of
\nthe variance, when it is suspected, but one is not sure, that the null hypothesis
\nholds. We consider the (i) unrestricted unbiased estimator (UUE), (ii) unrestricted
\nbiased estimator (UBE), (iii) restricted unbiased estimator (RUE), (iv)
\nrestricted biased estimator (RBE), (v) preliminary test estimator (PTE) using
\nUUE and RUE, (vi) Stein-type estimator (SE) using UBE and RBE of variance.
\nWe derive the bias and risk expressions for these estimators to compare them. It
\nis shown that Stein-type estimator (SE) dominates uniformly over the UUE as
\nwell as the PTE when the critical value for preliminary test is 1.<\/p>\n