Some aspects of estimators in analysis of variance Model II.
Loading...
Authors
Green, Gary Allen
Subjects
Advisors
Jayachandran, T.
Date of Issue
1971
Date
March 1971
Publisher
Monterey, California ; Naval Postgraduate School
Language
en_US
Abstract
It is well known that the standard estimator for variance
components in analysis of variance, Model II, can be
a
negative with positive probability. In practice, when such
an estimator is found to be negative it is taken to be zero.
Very little is known about the properties of the corresponding
truncated estimator. This thesis investigates the variance and bias of the positive truncated estimator. A
method of selecting I, the number of classes, is presented
that produces maximum power for a test of the hypothesis that produces maximum power for the test of the hypothesis that = 0 while keeping the variance and bias as small as
possible.
Type
Thesis
Description
Series/Report No
Department
Operations Analysis
Organization
Identifiers
NPS Report Number
Sponsors
Funder
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.