Asymptotic improvement of the Graybill-Deal estimator

Kiyoshi Inoue*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review


Two-stage estimators of the common mean of k normal populations are considered, and compared with the Graybill-Deal estimator in terms of asymptotic variance. Some of them are found to be superior to the estimator under regularity conditions. A comparison of the Graybill-Deal estimator, an alternative estimator and the maximum likelihood estimator is made when samples are of the same size. In addition, several simulation results concerning finite sample behaviour of proposed two-stage estimators are presented.

Original languageEnglish
Pages (from-to)389-407
Number of pages19
JournalCommunications in Statistics - Theory and Methods
Issue number2
Publication statusPublished - 1999


  • Asymptotic relative efficiency
  • Estimation of common mean
  • Two-stage procedure

ASJC Scopus subject areas

  • Statistics and Probability


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